Found: 13

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  • The Surprising Bond Between CAPM and the Meaning of Liquidity.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 2
    By:
    • Bernstein, Peter L.
    Publication type:
    Article

  • Dynamic Portfolio Analysis.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 12, doi. 10.3905/jpm.2007.698029
    By:
    • Grinold, Richard
    Publication type:
    Article

  • Information Horizon, Portfolio Turnover, and Optimal Alpha Models.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 27, doi. 10.3905/jpm.2007.698030
    By:
    • Qian, Edward;
    • Sorensen, Eric H.;
    • Hua, Ronald
    Publication type:
    Article

  • Timing Small versus Large Stocks.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 41, doi. 10.3905/jpm.2007.698033
    By:
    • L'Her, Jean-François;
    • Mouakhar, Tammam;
    • Roberge, Mathieu
    Publication type:
    Article

  • Stock Return Momentum and Reversal.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 51, doi. 10.3905/jpm.2007.698034
    By:
    • Figelman, Ilya
    Publication type:
    Article

  • Using Binary Variables to Obtain Small Optimal Portfolios.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 68, doi. 10.3905/jpm.2007.698035
    By:
    • Charpin, Françoise;
    • Lacaze, Dominique
    Publication type:
    Article

  • Taxation Without Replication.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 73, doi. 10.3905/jpm.2007.698036
    By:
    • Chance, Don M.
    Publication type:
    Article

  • Divergent Expectations.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 84, doi. 10.3905/jpm.2007.698037
    By:
    • Davis, Paul L.;
    • Pagano, Michael S.;
    • Schwartz, Robert A.
    Publication type:
    Article

  • Original Issue High-Yield Bonds.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 96, doi. 10.3905/jpm.2007.698038
    By:
    • Fridson, Martin;
    • Sterling, Karen
    Publication type:
    Article

  • The Volatility Effect.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 102, doi. 10.3905/jpm.2007.698039
    By:
    • Blitz, David C.;
    • van Vliet, Pim
    Publication type:
    Article

  • Do Foreign Exchange Markets Still Trend?

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 114, doi. 10.3905/jpm.2007.698040
    By:
    • Pukthuanthong-Le, Kuntara;
    • Levich, Richard M.;
    • Thomas III, Lee R.
    Publication type:
    Article

  • Why Do Hedge Funds Stop Reporting Performance?

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 119, doi. 10.3905/jpm.2007.698041
    By:
    • Grecu, Alex;
    • Malkiel, Burton G.;
    • Saha, Atanu
    Publication type:
    Article

  • Risk Management for Hedge Funds with Position Information.

    Published in:
    Journal of Portfolio Management, 2007, v. 34, n. 1, p. 127, doi. 10.3905/jpm.2007.698042
    By:
    • Jorion, Philippe
    Publication type:
    Article