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.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 106, doi. 10.3905/JPM.2009.35.3.106
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- Article
Understanding the VIX.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 98, doi. 10.3905/JPM.2009.35.3.098
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- Article
Social Capital in Financial Markets: Trust, but Verify.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 93, doi. 10.3905/JPM.2009.35.3.093
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Fund of Funds, Portable Alpha, and Portfolio Optimization.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 79, doi. 10.3905/JPM.2009.35.3.079
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- Article
Momentum Trading and Performance with Wrong Return Expectations.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 73, doi. 10.3905/JPM.2009.35.3.073
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- Article
Portfolio Size Effect in Retirement Accounts: What Does It Imply for Lifecycle Asset Allocation Funds?
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 61, doi. 10.3905/JPM.2009.35.3.061
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On the Performance of Extended Alpha (130/30)versus Long-Only.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 51, doi. 10.3905/JPM.2009.35.3.051
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- Article
Long-Only: The Natural Benchmark Choice for 130/30.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 48, doi. 10.3905/JPM.2009.35.3.048
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- Article
Diversification Performance and Stress-Betas.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 41, doi. 10.3905/JPM.2009.35.3.041
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- Article
Is There a Green Factor?
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 34, doi. 10.3905/JPM.2009.35.3.034
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- Article
Price Transparency in the U.S. Corporate Bond Markets.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 27, doi. 10.3905/JPM.2009.35.3.027
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- Article
Clairvoyant Value and the Value Effect.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 12, doi. 10.3905/JPM.2009.35.3.012
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- Article
Risk Inverse.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 2, doi. 10.3905/JPM.2009.35.3.001
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- Article