Works matching IS 00954918 AND DT 2007 AND VI 33 AND IP 2

Results: 11

    • 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

    • 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

    • 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

    • 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 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

    • 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

    • What If: The Strange History of the Theory of Finance.

      Published in:
      Journal of Portfolio Management, 2007, v. 33, n. 2, p. 1
      By:
      • Bernstein, Peter L.
      Publication type:
      Article