Works matching IS 00954918 AND DT 1995 AND VI 21 AND IP 2
Results: 13
Survivorship bias: Reply.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 105, doi. 10.3905/jpm.1995.409511
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- Article
Survivorship bias: Comment.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 102, doi. 10.3905/jpm.1995.409514
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- Article
Bond dynamic hedging and return attribution: Empirical evidence.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 93, doi. 10.3905/jpm.1995.409503
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- Article
The general framework for global investment management and performance attribution.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 84, doi. 10.3905/jpm.1995.409512
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- Article
Country risk and global equity selection.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 74, doi. 10.3905/jpm.1995.409504
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- Article
Efficient sets, short-selling, and estimation risk.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 64, doi. 10.3905/jpm.1995.409505
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- Article
Can we implement research on stock tradings rules?
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 54, doi. 10.3905/jpm.1995.54
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- Article
Predicting intraday price reversals.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 42, doi. 10.3905/jpm.1995.409508
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- Article
A yield effect in common stock returns.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 35, doi. 10.3905/jpm.1995.409502
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- Article
Making sense of beta, size, and book-to-market.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 26, doi. 10.3905/jpm.1995.409506
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- Article
Stock, bonds, and bills after taxes and inflation.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 17, doi. 10.3905/jpm.1995.409510
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- Article
Quantitative and computational innovation in investment management.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 8, doi. 10.3905/jpm.1995.409509
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- Article
Statisticspeak and X versus Y.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 1, doi. 10.3905/jpm.1995.1
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- Article