Illiquidity and Portfolio Risk of Thinly Traded Assets.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 126, doi. 10.3905/JPM.2010.36.2.126
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2010 AND VI 36 AND IP 2
Results: 14
1
2
Regimes: Nonparametric Identification and Forecasting.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 94, doi. 10.3905/JPM.2010.36.2.094
- By:
- Publication type:
- Article
3
Finding Fair Value in Global Equities: Part I.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 80, doi. 10.3905/JPM.2010.36.2.080
- By:
- Publication type:
- Article
4
Optimizing Carry Pickup in Real Money Portfolios.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 73, doi. 10.3905/JPM.2010.36.2.073
- By:
- Publication type:
- Article
5
Maybe It Really Is Different This Time.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 60, doi. 10.3905/JPM.2010.36.2.060
- By:
- Publication type:
- Article
6
Know Your VMS Exposure.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 52, doi. 10.3905/JPM.2010.36.2.052
- By:
- Publication type:
- Article
7
Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 113, doi. 10.3905/JPM.2010.36.2.113
- By:
- Publication type:
- Article
8
The Ps of Pricing and Risk Management, Revisited.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 106, doi. 10.3905/JPM.2010.36.2.106
- By:
- Publication type:
- Article
9
Efficient Replication of Factor Returns: Theory and Applications.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 39, doi. 10.3905/JPM.2010.36.2.039
- By:
- Publication type:
- Article
10
Horizon Diversification: Reducing Risk in a Portfolio of Active Strategies.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 26, doi. 10.3905/JPM.2010.36.2.026
- By:
- Publication type:
- Article
11
Portfolio of Risk Premia: A New Approach to Diversification.
- Published in:
- Journal of Portfolio Management, 2010, v. 36, n. 2, p. 17, doi. 10.3905/JPM.2010.36.2.017
- By:
- Publication type:
- Article
12
Quantitative Equity Investing: Out of Style?
- Published in:
- 2010
- By:
- Publication type:
- Editorial
13
Looking Ahead.
- Published in:
- 2010
- By:
- Publication type:
- Editorial
14
Tribute to Paul A. Samuelson.
- Published in:
- 2010
- By:
- Publication type:
- Obituary