Works matching IS 00954918 AND DT 2001 AND VI 27 AND IP 4

Results: 12
    1

    Risk Budgets: Comment.

    Published in:
    Journal of Portfolio Management, 2001, v. 27, n. 4, p. 109, doi. 10.3905/jpm.2001.319818
    By:
    • Chow, George;
    • Kritzman, Mark;
    • Van Royen, Anne-Sophie
    Publication type:
    Article
    2
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    4

    Revisiting Mean-Variance Optimization.

    Published in:
    Journal of Portfolio Management, 2001, v. 27, n. 4, p. 71, doi. 10.3905/jpm.2001.319815
    By:
    • Uysal, Enis;
    • Trainer Jr., Francis H.;
    • Reiss, Jonathan
    Publication type:
    Article
    5
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    8

    Risks of Sector Rotation Strategies.

    Published in:
    Journal of Portfolio Management, 2001, v. 27, n. 4, p. 35, doi. 10.3905/jpm.2001.319811
    By:
    • Cavaglia, Stefano;
    • Cho, David;
    • Singer, Brian
    Publication type:
    Article
    9

    Tracking Error Allocation.

    Published in:
    Journal of Portfolio Management, 2001, v. 27, n. 4, p. 19, doi. 10.3905/jpm.2001.319809
    By:
    • Blitz, David C.;
    • Hottinga, Jouke
    Publication type:
    Article
    10
    11

    Small Is Beautiful.

    Published in:
    Journal of Portfolio Management, 2001, v. 27, n. 4, p. 9, doi. 10.3905/jpm.2001.319808
    By:
    • Beckers, Stan;
    • Vaughan, Greg
    Publication type:
    Article
    12

    Mind-Sets over Matter.

    Published in:
    Journal of Portfolio Management, 2001, v. 27, n. 4, p. 1
    By:
    • Bernstein, Peter L.
    Publication type:
    Article