Works matching IS 00954918 AND DT 2004 AND VI 30 AND IP 3

Results: 13

Comment: Response.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 127

By:

Dowd, Kevin

Publication type:

Article

A Value at Risk Approach to Risk-Return Analysis: Comment.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 124, doi. 10.3905/jpm.2004.412328

By:

Xueting Huang

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

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

Optimizing Selection of Credit Portfolios.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 112, doi. 10.3905/jpm.2004.412326

By:

McDermott, Glen;
Skarabot, Jure;
Kroujiline, Alexei

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

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

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

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

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

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

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