Works matching IS 00954918 AND DT 2007 AND VI 33

Results: 51

The Time Dimension of Risk.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 1

By:

Bernstein, Peter L.

Publication type:

Article

The Relative Importance of Asset Allocation and Security Selection: Comment.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 111, doi. 10.3905/jpm.2007.690612

By:

Kritzman, Mark;
Page, Sébastien

Publication type:

Article

Execution Risk.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 34, doi. 10.3905/jpm.2007.674792

By:

Engle, Robert;
Ferstenberg, Robert

Publication type:

Article

The Impact of Corporate Governance on the Performance of REITs.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 175, doi. 10.3905/jpm.2007.699613

By:

Bianco, Candy;
Ghosh, Chinmoy;
Sirmans, C. F.

Publication type:

Article

Are Hedge Fund Managers Better Able to Forecast Real Estate Security Returns than Others?

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 165, doi. 10.3905/jpm.2007.699612

By:

Chung, Richard;
Fung, Scott;
Shilling, James D.;
Simmons-Mosley, Tammie X.

Publication type:

Article

Commercial Real Estate CDOs.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 158, doi. 10.3905/jpm.2007.699611

By:

Lucas, Douglas J.;
Goodman, Laurie S.;
Fabozzi, Frank J.;
Manning, Rebecca J.

Publication type:

Article

What Drives the Return on CMBS?

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 145, doi. 10.3905/jpm.2007.699610

By:

Xu, Xiaoqing Eleanor

Publication type:

Article

Stocks Are from Mars, Real Estate Is from Venus.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 134, doi. 10.3905/jpm.2007.698912

By:

Pai, Arvind;
Geltner, David

Publication type:

Article

The Pricing of Non-Core Real Estate Ventures.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 119, doi. 10.3905/jpm.2007.698911

By:

Pagliari Jr., Joseph L.

Publication type:

Article

Pricing and Index Considerations in Commercial Real Estate Derivatives.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 99, doi. 10.3905/jpm.2007.698910

By:

Geltner, David;
Fisher, Jeffrey

Publication type:

Article

Smoothing and Implications for Asset Allocation Choices.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 85, doi. 10.3905/jpm.2007.698909

By:

Marcato, Gianluca;
Key, Tony

Publication type:

Article

Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios?

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 74, doi. 10.3905/jpm.2007.698908

By:

Bond, Shaun A.;
Hwang, Soosung;
Mitchell, Paul;
Satchell, Stephen E.

Publication type:

Article

Private Commercial Real Estate Equity Returns and Inflation.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 63, doi. 10.3905/jpm.2007.698906

By:

Huang, Haibo;
Hudson-Wilson, Susan

Publication type:

Article

Benefits of Global Diversification on a Real Estate Portfolio.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 53, doi. 10.3905/jpm.2007.698905

By:

Hastings, Adam;
Nordby, Hans

Publication type:

Article

Global Commercial Real Estate.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 37, doi. 10.3905/jpm.2007.698904

By:

Idzorek, Thomas M.;
Barad, Michael;
Meier, Stephen L.

Publication type:

Article

Commercial Real Estate: New Paradigm or Old Story?

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 27, doi. 10.3905/jpm.2007.698903

By:

Ruff, Jon

Publication type:

Article

Real Estate Comes of Age.

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 15, doi. 10.3905/jpm.2007.698955

By:

Clayton, Jim;
Gordon, Jacques;
Fabozzi, Frank;
Giliberto, S. Michael;
Liang, Youguo;
Hudson-Wilson, Susan

Publication type:

Article

What Does "Coming Of Age" Mean?

Published in:

Journal of Portfolio Management, 2007, v. 33, p. 1

By:

Bernstein, Peter L.

Publication type:

Article

The Market P/E Ratio, Earnings Trends, and Stock Return Forecasts.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 87, doi. 10.3905/jpm.2007.690610

By:

Weigand, Robert A.;
Irons, Robert

Publication type:

Article

Spanning Tests for Replicable Small-Cap Indexes as Separate Asset Classes.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 102, doi. 10.3905/jpm.2007.690611

By:

Switzer, Lorne N.;
Haibo Fan

Publication type:

Article

We Don't Quite Know What We Are Talking About.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 84, doi. 10.3905/jpm.2007.690609

By:

Goldstein, Daniel G.;
Taleb, Nassim Nicholas

Publication type:

Article

Do Losses Linger?

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 75, doi. 10.3905/jpm.2007.690608

By:

Garvey, Ryan;
Murphy, Anthony;
Fei Wu

Publication type:

Article

How Do Performance Measures Perform?

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 64, doi. 10.3905/jpm.2007.690607

By:

Hübner, Georges

Publication type:

Article

Shrinking the Covariance Matrix.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 55, doi. 10.3905/jpm.2007.690606

By:

Disatnik, David J.;
Benninga, Simon

Publication type:

Article

The Impact of Constraints on Value-Added.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 45, doi. 10.3905/jpm.2007.690605

By:

Scherer, Bernd;
Xiaodong Xu

Publication type:

Article

Extending Black-Litterman Analysis Beyond the Mean-Variance Framework.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 33, doi. 10.3905/jpm.2007.690604

By:

Martellini, Lionel;
Ziemann, Volker

Publication type:

Article

Market Timing with Aggregate and Idiosyncratic Stock Volatilities.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 26, doi. 10.3905/jpm.2007.690603

By:

Hui Guo;
Higbee, Jason

Publication type:

Article

Optimal Gearing.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 10, doi. 10.3905/jpm.2007.690600

By:

Johnson, Seanna;
Kahn, Ronald N.;
Petrich, Dean

Publication type:

Article

Enhanced Active Equity Portfolios Are Trim Equitized Long-Short Portfolios.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 4, p. 19, doi. 10.3905/jpm.2007.690601

By:

Jacobs, Bruce I.;
Levy, Kenneth N.

Publication type:

Article

DTS (Duration Times Spread).

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 77, doi. 10.3905/jpm.2007.674795

By:

Ben Dor, Arik;
Dynkin, Lev;
Hyman, Jay;
Houweling, Patrick;
Van Leeuwen, Erik;
Penninga, Olaf

Publication type:

Article

The Black-Litterman Model for Structured Equity Portfolios.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 24, doi. 10.3905/jpm.2007.674791

By:

Jones, Robert;
Lim, Terence;
Zangari, Peter J.

Publication type:

Article

Should Owners of Nasdaq Stocks Fear Short-Selling?

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 122, doi. 10.3905/jpm.2007.684762

By:

Christophe, Stephen E.;
Ferri, Michael G.;
Angel, James J.

Publication type:

Article

Funds of Hedge Funds Take the Wrong Risks.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 108, doi. 10.3905/jpm.2007.684758

By:

Beckers, Stan;
Curds, Ross;
Weinberger, Simon

Publication type:

Article

Analysis of the Interest Rate Sensitivity of Common Stocks.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 85, doi. 10.3905/jpm.2007.684757

By:

Reilly, Frank K.;
Wright, David J.;
Johnson, Robert R.

Publication type:

Article

Investment Beliefs.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 77, doi. 10.3905/jpm.2007.684756

By:

Slager, Alfred;
Koedijk, Kees

Publication type:

Article

Putting Economics (Back) into Quantitative Models.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 63, doi. 10.3905/jpm.2007.684755

By:

Bhansali, Vineer

Publication type:

Article

Does Size Matter?

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 57, doi. 10.3905/jpm.2007.684754

By:

Allen, Gregory C.

Publication type:

Article

Enhanced Index Investing Based on Goal Programming.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 49, doi. 10.3905/jpm.2007.684753

By:

Liang-Chuan Wu;
Seng-Cho Chou;
Chau-Chen Yang;
Chomg-Shyong Ong

Publication type:

Article

Robust Portfolio Optimization.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 40, doi. 10.3905/jpm.2007.684751

By:

Fabozzi, Frank J.;
Kolm, Petter N.;
Pachamanova, Dessislava A.;
Focardi, Sergio M.

Publication type:

Article

Optimal Execution for Portfolio Transitions.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 33, doi. 10.3905/jpm.2007.684750

By:

Kritzman, Mark;
Myrgren, Simon;
Page, Sébastien

Publication type:

Article

Value and Growth, Theory and Practice.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 22, doi. 10.3905/jpm.2007.684749

By:

Brush, John S.

Publication type:

Article

Gathering Implicit Alphas in a Beta World.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 10, doi. 10.3905/jpm.2007.684748

By:

Leibowitz, Martin;
Bova, Anthony

Publication type:

Article

The Price of Risk and the Heisenberg Uncertainty Principle.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 3, p. 1

By:

Bernstein, Peter L.

Publication type:

Article

The Persistent Presidential Dummy.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 133, doi. 10.3905/jpm.2007.674799

By:

Powell, John G.;
Jing Shi;
Smith, Tom;
Whaley, Robert E.

Publication type:

Article

Data Envelopment Analysis.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 120, doi. 10.3905/jpm.2007.674798

By:

Gregoriou, Greg N.;
Zhu, Joe

Publication type:

Article

Detecting Performance Persistence in Fund Managers.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 110, doi. 10.3905/jpm.2007.674797

By:

Aggarwal, Rajesh K.;
Georgiev, Galin;
Pinato, Jake

Publication type:

Article

The Risk Premium of Corporate Bonds.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 101, doi. 10.3905/jpm.2007.674796

By:

Kozhemiakin, Alexander

Publication type:

Article

Total Return Strategies for Multi-Asset Portfolios.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 60, doi. 10.3905/jpm.2007.674794

By:

Herold, Ulf;
Maurer, Raimond;
Stamos, Michael;
Huy Thanh Vo

Publication type:

Article

Effectiveness of Minimum-Variance Hedging.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 46, doi. 10.3905/jpm.2007.674793

By:

Alexander, Carol;
Barbosa, Andreza

Publication type:

Article

Aspects of Constrained Long-Short Equity Portfolios.

Published in:

Journal of Portfolio Management, 2007, v. 33, n. 2, p. 12, doi. 10.3905/jpm.2007.674790

By:

Sorensen, Eric H.;
Hua, Ronald;
Qian, Edward

Publication type:

Article