Found: 65

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  • Where Have Thirty Years Gone?

    Published in:
    2004
    By:
    • Bernstein, Peter L.
    Publication type:
    Editorial

  • The Adaptive Markets Hypothesis.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 15, doi. 10.3905/jpm.2004.442611
    By:
    • Lo, Andrew W.
    Publication type:
    Article

  • The Backward Art of Investing Money.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 30, doi. 10.3905/jpm.2004.442612
    By:
    • Samuelson, Paul A.
    Publication type:
    Article

  • Will History Rhyme?

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 34, doi. 10.3905/jpm.2004.442619
    By:
    • Goetzmann, William N.
    Publication type:
    Article

  • New Kids on the Block.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 42, doi. 10.3905/jpm.2004.442620
    By:
    • Focardi, Sergio M.;
    • Kolm, Petter N.;
    • Fabozzi, Frank J.
    Publication type:
    Article

  • A New Framework for International Investing.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 55, doi. 10.3905/jpm.2004.442622
    By:
    • Olma, Andrew R.;
    • Siegel, Laurence B.
    Publication type:
    Article

  • Reengineering Investment Management.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 70, doi. 10.3905/jpm.2004.442623
    By:
    • Kritzman, Mark;
    • Thomas, Lee R.
    Publication type:
    Article

  • Investing Contingent Capital.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 80, doi. 10.3905/jpm.2004.442625
    By:
    • Layard-Liesching, Ronald
    Publication type:
    Article

  • The Active Risk Puzzle.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 88, doi. 10.3905/jpm.2004.442626
    By:
    • Litterman, Robert
    Publication type:
    Article

  • An Alternative Future.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 94, doi. 10.3905/jpm.2004.442627
    By:
    • Asness, Clifford
    Publication type:
    Article

  • Thinking Outside the Benchmark.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 104, doi. 10.3905/jpm.2004.442632
    By:
    • Anson, Mark
    Publication type:
    Article

  • Blinded by Theory?

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 113, doi. 10.3905/jpm.2004.442634
    By:
    • Arnott, Robert D.
    Publication type:
    Article

  • A Brave New World.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 124, doi. 10.3905/jpm.2004.442636
    By:
    • McCulley, Paul
    Publication type:
    Article

  • Can Predictable Patterns in Market Returns be Exploited Using Real Money?

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 131, doi. 10.3905/jpm.2004.442638
    By:
    • Malkiel, Burton G.
    Publication type:
    Article

  • Financial Market Simulation.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 142, doi. 10.3905/jpm.2004.442640
    By:
    • Jacobs, Bruce I.;
    • Levy, Kenneth N.;
    • Markowitz, Harry M.
    Publication type:
    Article

  • What Do Investors Want?

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 153, doi. 10.3905/jpm.2004.442641
    By:
    • Statman, Meir
    Publication type:
    Article

  • Applying Optimization Technology to Portfolio Management.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, p. 162, doi. 10.3905/jpm.2004.442642
    By:
    • Mulvey, John M.
    Publication type:
    Article

  • The Great Alpha Tree.

    Published in:
    2004
    By:
    • Bernstein, Peter L.
    Publication type:
    Editorial

  • Liability-Relative Investing.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 8, doi. 10.3905/jpm.2004.8
    By:
    • Waring, M. Barton
    Publication type:
    Article

  • Optimal Active Risk Budgeting Model.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 22, doi. 10.3905/jpm.2004.22
    By:
    • Figelman, Ilya
    Publication type:
    Article

  • Index Fundamentalism Revisited.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 37, doi. 10.3905/jpm.2004.37
    By:
    • Reinker, Kenneth S.;
    • Tower, Edward
    Publication type:
    Article

  • Active versus Passive Strategies for EAFE and the S&P 500.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 51, doi. 10.3905/jpm.2004.51
    By:
    • Arshanapalli, Bala;
    • Switzer, Lorne N.;
    • Hung, Loretta T. S.
    Publication type:
    Article

  • The EVA Style of Investing.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 61, doi. 10.3905/jpm.2004.61
    By:
    • Abate, James A.;
    • Grant, James L.;
    • Stewart III, G. Bennett
    Publication type:
    Article

  • Optimal Credit Allocation for Buy-and-Hold Investors.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 73, doi. 10.3905/jpm.2004.73
    By:
    • Dynkin, Lev;
    • Hyman, Jay;
    • Phelps, Bruce D.
    Publication type:
    Article

  • Stock Ownership Decisions in Defined-Contribution Pension Plans.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 92, doi. 10.3905/jpm.2004.92
    By:
    • Douglass, Julian;
    • Wu, Owen;
    • Ziemba, William
    Publication type:
    Article

  • Don't Worry About the Election.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 101, doi. 10.3905/jpm.2004.101
    By:
    • Beyer, Scott B.;
    • Jensen, Gerald R.;
    • Johnson, Robert R.
    Publication type:
    Article

  • Honey, I Shrunk the Sample Covariance Matrix.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 110, doi. 10.3905/jpm.2004.110
    By:
    • Ledoit, Olivier;
    • Wolf, Michael
    Publication type:
    Article

  • Trends in Quantitative Asset Management in Europe.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 125, doi. 10.3905/jpm.2004.125
    By:
    • Fabozzi, Frank J.;
    • Focardi, Sergio M.;
    • Jonas, Caroline L.
    Publication type:
    Article

  • Low-Cap and Low-Rated Companies.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 133, doi. 10.3905/jpm.2004.133
    By:
    • Dimson, Elroy;
    • Marsh, Paul;
    • Staunton, Mike
    Publication type:
    Article

  • Predicting Earnings Surprises in European Countries.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 144, doi. 10.3905/jpm.2004.144
    By:
    • Beckers, Stan;
    • Seier, Karsten;
    • Braun, Stefan
    Publication type:
    Article

  • Concentrating on Concentration.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 150, doi. 10.3905/jpm.2004.150
    By:
    • Curds, Ross M.
    Publication type:
    Article

  • Style Rotation Strategies.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 160, doi. 10.3905/jpm.2004.160
    By:
    • Levis, Mario;
    • Tessaromatis, Nicholas
    Publication type:
    Article

  • Sources of Outperformance in Equity Markets.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 170, doi. 10.3905/jpm.2004.170
    By:
    • Alexander, Carol;
    • Dimitriu, Anca
    Publication type:
    Article

  • Gaining Sector Exposure in Europe.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 186, doi. 10.3905/jpm.2004.186
    By:
    • Mussavian, Massoud
    Publication type:
    Article

  • Portable Alpha and Beta Strategies in the Euro Zone.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 204, doi. 10.3905/jpm.2004.204
    By:
    • Amenc, Noël;
    • Malaise, Philippe;
    • Martellini, Lionel;
    • Sfeir, Daphné
    Publication type:
    Article

  • Euro Swap Spreads.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 216, doi. 10.3905/jpm.2004.216
    By:
    • Ilmanen, Antti
    Publication type:
    Article

  • European Inflation-Indexed Government Debt Security Markets.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 226, doi. 10.3905/jpm.2004.226
    By:
    • Bardong, Florian;
    • Lehnert, Thorsten
    Publication type:
    Article

  • Agency Ratings in the Pfandbrief Market.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 239, doi. 10.3905/jpm.2004.239
    By:
    • Breger, Ludovic;
    • Stovel, Darren
    Publication type:
    Article

  • How Derivatives Can Help Solve the Pension Fund Crisis.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 244, doi. 10.3905/jpm.2004.244
    By:
    • Van Capelleveen, Huub F.;
    • Kat, Harry M.;
    • Kocken, Theo P.
    Publication type:
    Article

  • European Hedge Funds.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 4, p. 254, doi. 10.3905/jpm.2004.254
    By:
    • Ineichen, Alexander M.
    Publication type:
    Article

  • Surprising the Smoothies Once Again.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 1
    By:
    • Bernstein, Peter L.
    Publication type:
    Article

  • The Changing Mosaic of Investment Patterns.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 10, doi. 10.3905/jpm.2004.412314
    By:
    • Leibowitz, Martin L.;
    • Bretthammond, P.
    Publication type:
    Article

  • The β-Plus Measure in Asset Allocation.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 26, doi. 10.3905/jpm.2004.412316
    By:
    • Leibowitz, Martin L.
    Publication type:
    Article

  • S&P 500 Indexers, Tracking Error, and Liquidity.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 37, doi. 10.3905/jpm.2004.412317
    By:
    • Blume, Marshall E.;
    • Edelen, Roger M.
    Publication type:
    Article

  • Asset Return Distributions and the Investment Horizon.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 47, doi. 10.3905/jpm.2004.412319
    By:
    • Levy, Haim;
    • Duchin, Ran
    Publication type:
    Article

  • Analysis of Risk-Adjusted Performance of Global Market Assets.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 63, doi. 10.3905/jpm.2004.412321
    By:
    • Reilly, Frank K.;
    • Wright, David J.
    Publication type:
    Article

  • Portable Alpha.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 78, doi. 10.3905/jpm.2004.412322
    By:
    • Kung, Edward;
    • Pohlman, Larry
    Publication type:
    Article

  • Investing in Global Equities.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 88, doi. 10.3905/jpm.2004.412323
    By:
    • Cavaglia, Stefario;
    • Diermeier, Jeffrey;
    • Moroz, Vadim;
    • De Zordo, Sonia
    Publication type:
    Article

  • Sell Discipline and Institutional Money Management.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 95
    By:
    • Faugère, Christophe;
    • Shawky, Hany A.;
    • Smith, David M.
    Publication type:
    Article

  • Comovement as an Investment Tool.

    Published in:
    Journal of Portfolio Management, 2004, v. 30, n. 3, p. 106, doi. 10.3905/jpm.2004.412325
    By:
    • Cornell, Bradford
    Publication type:
    Article