Works matching IS 00954918 AND DT 2005 AND VI 32 AND IP 1

Results: 12

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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