Works matching IS 00954918 AND DT 2007 AND VI 34 AND IP 1

Results: 13

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

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

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

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

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

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

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

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

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

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

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

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

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