Works matching IS 00954918 AND DT 1999 AND VI 25 AND IP 3

Results: 23

Research Trends in Derivatives and Risk Management Since Black-Scholes.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 35, doi. 10.3905/jpm.1999.319703

By:

Chance, Don M.

Publication type:

Article

Deterministic Simulation for Risk Management.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 122, doi. 10.3905/jpm.1999.319698

By:

Papageorgiou, Anargyros;
Paskov, Spassimir

Publication type:

Article

A More Efficient Frontier.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 99, doi. 10.3905/jpm.1999.319705

By:

Markowitz, Harry M.;
Schirripa, Felix;
Tecotzky, Nan D.

Publication type:

Article

Option Investing from a Risk-Return Perspective.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 109, doi. 10.3905/jpm.1999.319700

By:

Rendleman Jr., Richard J.

Publication type:

Article

A New Analytical Approach to Value at Risk.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 88, doi. 10.3905/jpm.1999.319706

By:

Fong, H. Gifford;
Lin, Kai-Ching

Publication type:

Article

Beating Index Funds With Derivatives.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 75, doi. 10.3905/jpm.1999.319708

By:

Miller, Todd;
Meckel, Timothy S.

Publication type:

Article

Business as Usual and Rare Events.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 47, doi. 10.3905/jpm.1999.319704

By:

Focardi, Sergio

Publication type:

Article

Synthetic and Enhanced Index Strategies Using Futures on U.S. Indexes.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 61, doi. 10.3905/jpm.1999.319697

By:

Hill, Joanne M.;
Naviwala, Humza

Publication type:

Article

Alpha Transport With Derivatives.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 55, doi. 10.3905/jpm.1999.319699

By:

Jacobs, Bruce I.;
Levy, Kenneth N.

Publication type:

Article

The Great Risk Hunt.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 28, doi. 10.3905/jpm.1999.319707

By:

Beder, Tanya Styblo

Publication type:

Article

Capturing the Research Advantage.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 18, doi. 10.3905/jpm.1999.319710

By:

Edwards, Mark;
Wagner, Wayne H.

Publication type:

Article

Derivatives and Risk Management.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 16, doi. 10.3905/jpm.1999.319702

By:

Collins, Bruce M.;
Fabozzi, Frank J.

Publication type:

Article

The Derivatives Revolution After Thirty Years.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 10, doi. 10.3905/jpm.1999.319701

By:

Miller, Merton H.

Publication type:

Article

Is There a Free Lunch in Emerging Market Equities?

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 83, doi. 10.3905/jpm.1999.319718

By:

Bekaert, Geert;
Urias, Michael S.

Publication type:

Article

Riding the Bill Curve.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 74, doi. 10.3905/jpm.1999.319717

By:

Grieves, Robin;
Mann, Steven V.;
Marcus, Alan J.;
Ramanlal, Pradipkumar

Publication type:

Article

Estimating Credit Spread Risk Using Extreme Value Theory.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 69, doi. 10.3905/jpm.1999.319715

By:

Phoa, Wesley

Publication type:

Article

Price Improvement and Price Discovery on a Primary Market.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 55, doi. 10.3905/jpm.1999.319713

By:

Handa, Puneet;
Schwartz, Robert A.;
Tiwari, Ashish

Publication type:

Article

Style/Risk-Adjusted Performance.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 65, doi. 10.3905/jpm.1999.319709

By:

Lobosco, Angelo

Publication type:

Article

Money Illusion Revisited.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 45, doi. 10.3905/jpm.1999.319711

By:

Miller, Ross;
Schulman, Evan

Publication type:

Article

Why Do Valuation Ratios Forecast Long-Run Equity Returns?

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 39, doi. 10.3905/jpm.1999.319714

By:

Philips, Thomas K.

Publication type:

Article

The Valuation of Security Analysis.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 25, doi. 10.3905/jpm.1999.319712

By:

Kane, Alex;
Marcus, Alan J.;
Trippi, Robert R.

Publication type:

Article

Investment Implications of a Single European Capital Market.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 9, doi. 10.3905/jpm.1999.319716

By:

Beckers, Stan

Publication type:

Article

The Process of Promises.

Published in:

Journal of Portfolio Management, 1999, v. 25, n. 3, p. 1

By:

Bernstein, Peter L.

Publication type:

Article