Found: 11

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  • 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

  • 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 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

  • 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

  • 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

  • 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

  • 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