Works matching IS 00954918 AND DT 1999 AND VI 25 AND IP 3
Results: 23
Deterministic Simulation for Risk Management.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 122, doi. 10.3905/jpm.1999.319698
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Option Investing from a Risk-Return Perspective.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 109, doi. 10.3905/jpm.1999.319700
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A More Efficient Frontier.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 99, doi. 10.3905/jpm.1999.319705
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A New Analytical Approach to Value at Risk.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 88, doi. 10.3905/jpm.1999.319706
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Beating Index Funds With Derivatives.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 75, doi. 10.3905/jpm.1999.319708
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Synthetic and Enhanced Index Strategies Using Futures on U.S. Indexes.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 61, doi. 10.3905/jpm.1999.319697
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Alpha Transport With Derivatives.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 55, doi. 10.3905/jpm.1999.319699
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Business as Usual and Rare Events.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 47, doi. 10.3905/jpm.1999.319704
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Research Trends in Derivatives and Risk Management Since Black-Scholes.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 35, doi. 10.3905/jpm.1999.319703
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The Great Risk Hunt.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 28, doi. 10.3905/jpm.1999.319707
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Derivatives and Risk Management.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 16, doi. 10.3905/jpm.1999.319702
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The Derivatives Revolution After Thirty Years.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 10, doi. 10.3905/jpm.1999.319701
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Is There a Free Lunch in Emerging Market Equities?
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 83, doi. 10.3905/jpm.1999.319718
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Riding the Bill Curve.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 74, doi. 10.3905/jpm.1999.319717
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Estimating Credit Spread Risk Using Extreme Value Theory.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 69, doi. 10.3905/jpm.1999.319715
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Style/Risk-Adjusted Performance.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 65, doi. 10.3905/jpm.1999.319709
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Price Improvement and Price Discovery on a Primary Market.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 55, doi. 10.3905/jpm.1999.319713
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Money Illusion Revisited.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 45, doi. 10.3905/jpm.1999.319711
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Why Do Valuation Ratios Forecast Long-Run Equity Returns?
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 39, doi. 10.3905/jpm.1999.319714
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The Valuation of Security Analysis.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 25, doi. 10.3905/jpm.1999.319712
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Capturing the Research Advantage.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 18, doi. 10.3905/jpm.1999.319710
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Investment Implications of a Single European Capital Market.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 9, doi. 10.3905/jpm.1999.319716
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The Process of Promises.
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- Journal of Portfolio Management, 1999, v. 25, n. 3, p. 1
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