Works matching IS 00954918 AND DT 1995 AND VI 21 AND IP 4
Results: 12
Variance drain.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 104, doi. 10.3905/jpm.1995.409536
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The capital gains tax penalty?
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 99, doi. 10.3905/jpm.1995.409531
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Gradient maximization: An Integral return risk portfolio construction procedure.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 89, doi. 10.3905/jpm.1995.89
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The law of one alpha.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 78, doi. 10.3905/jpm.1995.409532
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Time-varying expected returns and asset allocation.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 80, doi. 10.3905/jpm.1995.409535
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Hedging portfolios with real assets.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 60, doi. 10.3905/jpm.1995.409527
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The opportunity for greater flexibility in the bond component.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 51, doi. 10.3905/jpm.1995.409533
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Investment analysis and new quantitative tools.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 39, doi. 10.3905/jpm.1995.409529
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The structure of closed-end fund discounts revisited.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 32, doi. 10.3905/jpm.1995.409534
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The 1990s at the halfway mark.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 21, doi. 10.3905/jpm.1995.409530
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The nifty-fifty revisited: Do growth stocks ultimately justify their price?
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 8, doi. 10.3905/jpm.1995.8
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Immortal words and impossible fantasies.
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- Journal of Portfolio Management, 1995, v. 21, n. 4, p. 1, doi. 10.3905/jpm.1995.409528
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- Article