Works matching IS 00954918 AND DT 2006 AND VI 32 AND IP 2

Results: 13

    • Rationality of Naive Forecasts of Long-Term Rates.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 116, doi. 10.3905/jpm.2006.611812
      By:
      • Reichenstein, William
      Publication type:
      Article

    • Financial Disclosure and Regulation.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 107, doi. 10.3905/jpm.2006.611811
      By:
      • Levy, Moshe;
      • Benita, Golan;
      • Levy, Haim
      Publication type:
      Article

    • Calculating the Price of Bond Convexity.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 99, doi. 10.3905/jpm.2006.611809
      By:
      • Smit, Linda;
      • Swart, Barbara
      Publication type:
      Article

    • From Delivering to Packaging of Alpha.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 90, doi. 10.3905/jpm.2006.611808
      By:
      • Amenc, Noël;
      • Malaise, Phillipe;
      • Martellini, Lionel
      Publication type:
      Article

    • A Portfolio Diversification Index.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 81, doi. 10.3905/jpm.2006.611807
      By:
      • Rudin, Alexander M.;
      • Morgan, Jonathan S.
      Publication type:
      Article

    • Market Timing with Cay.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 70, doi. 10.3905/jpm.2006.611806
      By:
      • Andrade, Sandro C.;
      • Babenko, Ilona;
      • Tserlukevich, Yuri
      Publication type:
      Article

    • Speed of Adjustment in U.S. Financial Markets.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 62, doi. 10.3905/jpm.2006.611804
      By:
      • Coggin, T. Daniel;
      • Arshanapalli, Bala
      Publication type:
      Article

    • Managing Guarantees.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 51, doi. 10.3905/jpm.2006.611803
      By:
      • Dempster, Michael A. H.;
      • Germano, M.;
      • Medova, Elena A.;
      • Rietbergen, Muriel I.;
      • Sandrini, Francesco;
      • Scrowston, Mark
      Publication type:
      Article

    • The Capacity of an Equity Strategy.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 44, doi. 10.3905/jpm.2006.611802
      By:
      • Vangelisti, Marco
      Publication type:
      Article

    • Optimal Rebalancing for Institutional Portfolios.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 33, doi. 10.3905/jpm.2006.611801
      By:
      • Sun, Walter;
      • Fan, Ayres;
      • Li-Wei Chen;
      • Schouwenaars, Tom;
      • Albota, Marius A.
      Publication type:
      Article

    • Needles, Haystacks, and Hidden Factors.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 25, doi. 10.3905/jpm.2006.611800
      By:
      • Miller, Guy
      Publication type:
      Article

    • Attribution.

      Published in:
      Journal of Portfolio Management, 2006, v. 32, n. 2, p. 9, doi. 10.3905/jpm.2006.611799
      By:
      • Grinold, Richard
      Publication type:
      Article

    • The Paradox of the Efficient Market.

      Published in:
      2006
      By:
      • Bernstein, Peter L.
      Publication type:
      Editorial