Found: 12

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  • Financial Markets: Truth and Consequences.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 1
    By:
    • Bernstein, Peter L.
    Publication type:
    Article

  • A Factor Approach to Asset Allocation.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 10, doi. 10.3905/jpm.2005.599487
    By:
    • Clarke, Roger G.;
    • de Silva, Harindra;
    • Murdock, Robert
    Publication type:
    Article

  • Contextual Fundamentals, Models, and Active Management.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 23, doi. 10.3905/jpm.2005.599493
    By:
    • Sorensen, Eric H.;
    • Hua, Ronald;
    • Qian, Edward
    Publication type:
    Article

  • Factor Neutrality.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 38, doi. 10.3905/jpm.2005.599495
    By:
    • Lam, Daniel Y.;
    • Lee, Wai
    Publication type:
    Article

  • The Surprisingly Small Impact of Asset Growth on Expected Alpha.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 49, doi. 10.3905/jpm.2005.599498
    By:
    • Kahn, Ronald N.;
    • Shaffer, J. Scott
    Publication type:
    Article

  • If You Had Everything Computationally….

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 61, doi. 10.3905/jpm.2005.599503
    By:
    • Leinweber, David
    Publication type:
    Article

  • Fair Trading.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 76, doi. 10.3905/jpm.2005.599504
    By:
    • Statman, Meir
    Publication type:
    Article

  • Toward an Optimal Domestic Large-Cap Equity Index.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 85, doi. 10.3905/jpm.2005.599506
    By:
    • Seegopaul, Hamish;
    • Gupta, Francis;
    • Prestbo, John
    Publication type:
    Article

  • Never Again.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 92, doi. 10.3905/jpm.2005.599508
    By:
    • Gold, Jeremy
    Publication type:
    Article

  • Corporate Bond Portfolio Analysis.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 98, doi. 10.3905/jpm.2005.599514
    By:
    • Jacob, David P.;
    • Adelson, Mark;
    • Whetten, Michiko
    Publication type:
    Article

  • The Symmetric Downside-Risk Sharpe Ratio.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 108, doi. 10.3905/jpm.2005.599515
    By:
    • Ziemba, William T.
    Publication type:
    Article

  • Copulas and Coherence.

    Published in:
    Journal of Portfolio Management, 2005, v. 32, n. 1, p. 123, doi. 10.3905/jpm.2005.599516
    By:
    • Dowd, Kevin
    Publication type:
    Article