Works matching IS 00954918 AND DT 1996 AND VI 23 AND IP 1

Results: 24

Remembering Fischer Black.

Published in:

1996

By:

Treynor, Jack L.

Publication type:

Obituary

Fischer Black and the derivatives revolution.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 87, doi. 10.3905/jpm.1996.087

By:

Petzel, Todd E.

Publication type:

Article

Assessing catastrophe reinsurance-linked securities as a new asset class.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 76, doi. 10.3905/jpm.1996.076

By:

Litzenberger, Robert H.;
Beaglehole, David R.;
Reynolds, Craig E.

Publication type:

Article

Hot spots TM and hedges.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 52, doi. 10.3905/jpm.1996.052

By:

Litterman, Robert

Publication type:

Article

Options and expectations.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 43, doi. 10.3905/jpm.1996.043

By:

Leland, Hayne E.

Publication type:

Article

Fischer Black: Some personal memories.

Published in:

1996

By:

Ingersoll Jr., Jonathan E.

Publication type:

Obituary

Domestic grapes from imported wine.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 29, doi. 10.3905/jpm.1996.029

By:

Grinold, Richard C.

Publication type:

Article

Fischer Black: Describing an elephant.

Published in:

1996

By:

Gastineau, Gary L.

Publication type:

Obituary

Reflections on Fischer.

Published in:

1996

By:

Derman, Emanuel

Publication type:

Obituary

The constant elasticity of variance option pricing model.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 15, doi. 10.3905/jpm.1996.015

By:

Cox, John C.

Publication type:

Article

Editing for Fischer.

Published in:

1996

By:

Bell, Beverly

Publication type:

Obituary

The dividend puzzle.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 8, doi. 10.3905/jpm.1996.008

By:

Black, Fischer

Publication type:

Article

Implied Prepayments.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 107, doi. 10.3905/jpm.1996.409575

By:

Cheyette, Oren

Publication type:

Article

Immunization Using Principal Component Analysis.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 99, doi. 10.3905/jpm.1996.409574

By:

Barber, Joel R.;
Copper, Mark L.

Publication type:

Article

VAR Analytics: Portfolio Structure, Key Rate Convexities, and VAR Betas.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 89, doi. 10.3905/jpm.1996.409580

By:

Ho, Thomas S. Y.;
Chen, Michael Z. H.;
Eng, Fred H. T.

Publication type:

Article

Trading Patterns of World Markets.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 81, doi. 10.3905/jpm.1996.409578

By:

Theodore, Theodore M.

Publication type:

Article

Benefits and Limitations of Diversification Among Commodity Trading Advisors.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 65, doi. 10.3905/jpm.1996.409581

By:

Billingsley, Randall S.;
Chance, Don M.

Publication type:

Article

Tactical Asset Allocation: 1977-1994.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 57, doi. 10.3905/jpm.1996.409576

By:

Philips, Thomas K.;
Rogers, Greg T.;
Capaldi, Robert E.

Publication type:

Article

Analyst Reaction to Negative Earnings for Large Well-Known Firms.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 49, doi. 10.3905/jpm.1996.409572

By:

Dowen, Richard J.

Publication type:

Article

Foundations of EVA<sup>TM</sup> for Investment Managers.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 41, doi. 10.3905/jpm.1996.409573

By:

Grant, James L.

Publication type:

Article

A Suggested Approach to Country Selection in International Portfolio Diversification.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 33, doi. 10.3905/jpm.1996.409571

By:

Akdogan, Haluk

Publication type:

Article

Three Steps to Global Asset Allocation.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 23, doi. 10.3905/jpm.1996.409577

By:

Kahn, Ronald N.;
Roulet, Jacques;
Tajbakhsh, Shahram

Publication type:

Article

Twenty Years of International Equity Investing.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 9, doi. 10.3905/jpm.1996.409579

By:

Michaud, Richard O.;
Bergstrom, Gary L.;
Frashure, Ronald D.;
Wolahan, Brian K.

Publication type:

Article

Pascal's Wager and the Efficient Market Hypothesis.

Published in:

Journal of Portfolio Management, 1996, v. 23, n. 1, p. 1, doi. 10.3905/jpm.23.1.1

By:

Bernstein, Peter L.

Publication type:

Article