Works matching IS 00954918 AND DT 2009 AND VI 35 AND IP 3

Results: 13

Beyond the Central Tendency: Quantile Regression as a Tool in Quantitative Investing.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 106, doi. 10.3905/JPM.2009.35.3.106

By:

GOWLLAND, CHRIS;
ZHIJIE XIAO;
QI ZENG

Publication type:

Article

Understanding the VIX.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 98, doi. 10.3905/JPM.2009.35.3.098

By:

WHALEY, ROBERT E.

Publication type:

Article

Social Capital in Financial Markets: Trust, but Verify.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 93, doi. 10.3905/JPM.2009.35.3.093

By:

STATMAN, MEIR

Publication type:

Article

Fund of Funds, Portable Alpha, and Portfolio Optimization.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 79, doi. 10.3905/JPM.2009.35.3.079

By:

PENG CHEN;
JIAN, GEORGE J.;
ZHU, KEVIN X.

Publication type:

Article

Momentum Trading and Performance with Wrong Return Expectations.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 73, doi. 10.3905/JPM.2009.35.3.073

By:

GATEV, EVAN;
ROSS, STEPHEN A.

Publication type:

Article

Portfolio Size Effect in Retirement Accounts: What Does It Imply for Lifecycle Asset Allocation Funds?

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 61, doi. 10.3905/JPM.2009.35.3.061

By:

BASU, ANUP K.;
DREW, MICHAEL E.

Publication type:

Article

On the Performance of Extended Alpha (130/30)versus Long-Only.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 51, doi. 10.3905/JPM.2009.35.3.051

By:

TOL, RAMON;
WANNINGEN, CHRISTIAAN

Publication type:

Article

Long-Only: The Natural Benchmark Choice for 130/30.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 48, doi. 10.3905/JPM.2009.35.3.048

By:

WAID, ROBERT J.

Publication type:

Article

Diversification Performance and Stress-Betas.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 41, doi. 10.3905/JPM.2009.35.3.041

By:

LEIBOWITZ, MARTIN L.;
BOVA, ANTHONY

Publication type:

Article

Is There a Green Factor?

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 34, doi. 10.3905/JPM.2009.35.3.034

By:

CHIN-PING CHIA;
GOLDBERG, LISA R.;
OWYONG, DAVID T.;
SHEPARD, PETER;
STOYANOV, TSVETAN

Publication type:

Article

Price Transparency in the U.S. Corporate Bond Markets.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 27, doi. 10.3905/JPM.2009.35.3.027

By:

TEMPELMAN, JERRY H.

Publication type:

Article

Clairvoyant Value and the Value Effect.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 12, doi. 10.3905/JPM.2009.35.3.012

By:

ARNOTT, ROBERT D.;
FEIFEI LI;
SHERRERD, KATRINA F.

Publication type:

Article

Risk Inverse.

Published in:

Journal of Portfolio Management, 2009, v. 35, n. 3, p. 2, doi. 10.3905/JPM.2009.35.3.001

By:

Bernstein, Peter L.

Publication type:

Article