Works matching IS 00954918 AND DT 1989 AND VI 16 AND IP 1

Results: 16

Forecasting factor returns: An intriguing possibility.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 28, doi. 10.3905/jpm.1989.409231

By:

Arnott, Robert D.;
Kelso Jr., Charles M.;
Kiscadden, Stephan;
Macedo, Rosemary

Publication type:

Article

Shortfall risk and the asset allocation decision: A simulation analysis of stock and bond risk profiles.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 61, doi. 10.3905/jpm.1989.409236

By:

Leibowitz, Martin L.;
Langetieg, Terence C.

Publication type:

Article

Who put the mania in tulipmania?

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 53, doi. 10.3905/jpm.1989.409242

By:

Garber, Peter M.

Publication type:

Article

Investment rules, margin, and market volatility.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 45, doi. 10.3905/jpm.1989.409233

By:

Gew-rae Kim;
Markowitz, Harry M.

Publication type:

Article

The anatomy of a stock market forecast.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 36, doi. 10.3905/jpm.1989.409237

By:

Gray, William S.

Publication type:

Article

TIPP: Insurance without complexity: Comment.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 107, doi. 10.3905/jpm.1989.409241

By:

Choie, Kenneth S.;
Seff, Eric J.

Publication type:

Article

Applying the Black- Scholes model after large market shocks.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 103, doi. 10.3905/jpm.1989.409230

By:

Levy, Haim;
Yoder, James A.

Publication type:

Article

Serial dependence in currency returns: Investment implications.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 96, doi. 10.3905/jpm.1989.409235

By:

Kritzman, Mark

Publication type:

Article

The Mochiai effect: Japanese corporate cross-holdings.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 90, doi. 10.3905/jpm.1989.409239

By:

McDonald, Jack

Publication type:

Article

Global factors: Fact or fiction?

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 79, doi. 10.3905/jpm.1989.409232

By:

Grinold, Richard;
Rudd, Andrew;
Stefek, Dan

Publication type:

Article

Pension management in the context of corporate risk management.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 72, doi. 10.3905/jpm.1989.409234

By:

Haugen, Robert A.

Publication type:

Article

The persistence of investment risk.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 69, doi. 10.3905/jpm.1989.409240

By:

Ambachtsheer, Keith P.

Publication type:

Article

The complexity of the stock market.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 19, doi. 10.3905/jpm.1989.409244

By:

Jacobs, Bruce I.;
Levy, Kenneth N.

Publication type:

Article

Whose company is it, anyway?

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 13, doi. 10.3905/jpm.1989.409243

By:

Kirby, Robert G.

Publication type:

Article

The judgment of economic science on rational portfolio management: Indexing, timing, and long- horizon effects.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 4, doi. 10.3905/jpm.1989.409238

By:

Samuelson, Paul A.

Publication type:

Article

An anniversary to celebrate.

Published in:

Journal of Portfolio Management, 1989, v. 16, n. 1, p. 1, doi. 10.3905/jpm.16.1.1

By:

Bernstein, Peter L.

Publication type:

Article