Works matching IS 00954918 AND DT 2001 AND VI 27 AND IP 4
Results: 12
Risk Budgets: Comment.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 109, doi. 10.3905/jpm.2001.319818
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- Publication type:
- Article
Hedge Fund and Commodity Fund Investments in Bull and Bear Markets.
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- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 97, doi. 10.3905/jpm.2001.319817
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- Publication type:
- Article
The False Teachings of the Unbiased Expectations Hypothesis.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 83, doi. 10.3905/jpm.2001.319816
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- Article
Revisiting Mean-Variance Optimization.
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- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 71, doi. 10.3905/jpm.2001.319815
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- Publication type:
- Article
What We Think About the Quality of Our Equity Markets.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 63, doi. 10.3905/jpm.2001.319814
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- Article
Identifying the Factor Structure of Equity Returns.
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- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 51, doi. 10.3905/jpm.2001.319813
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- Publication type:
- Article
Beware of Index Fund Fundamentalists.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 45, doi. 10.3905/jpm.2001.319812
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- Article
Risks of Sector Rotation Strategies.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 35, doi. 10.3905/jpm.2001.319811
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- Publication type:
- Article
Parameter Estimation Techniques, Optimization Frequency, and Portfolio Return Enhancement.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 27, doi. 10.3905/jpm.2001.319810
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- Publication type:
- Article
Tracking Error Allocation.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 19, doi. 10.3905/jpm.2001.319809
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- Article
Small Is Beautiful.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 9, doi. 10.3905/jpm.2001.319808
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- Article
Mind-Sets over Matter.
- Published in:
- Journal of Portfolio Management, 2001, v. 27, n. 4, p. 1
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- Article