Works matching IS 00954918 AND DT 2011 AND VI 37 AND IP 2
Results: 13
Best Practice Investment Committees.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 139, doi. 10.3905/jpm.2011.37.2.139
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- Publication type:
- Article
The Small Firm Effect: A Financial Mirage?
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 129, doi. 10.3905/jpm.2011.37.2.129
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- Publication type:
- Article
The Microstructure of the "Flash Crash": Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 118, doi. 10.3905/jpm.2011.37.2.118
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- Article
Fat-Tailed Models for Risk Estimation.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 107, doi. 10.3905/jpm.2011.37.2.107
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- Publication type:
- Article
Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 97, doi. 10.3905/jpm.2011.37.2.097
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- Article
Dynamic Lifecycle Strategies for Target Date Retirement Funds.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 83, doi. 10.3905/jpm.2011.37.2.083
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- Publication type:
- Article
Asset Allocation under Extreme Uncertainty.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 72, doi. 10.3905/jpm.2011.37.2.072
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- Publication type:
- Article
Policy Portfolios and Rebalancing Behavior.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 60, doi. 10.3905/jpm.2011.37.2.060
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- Publication type:
- Article
Active Currency Investing and Performance Benchmarks.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 46, doi. 10.3905/jpm.2011.37.2.046
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- Publication type:
- Article
Minimum-Variance Portfolio Composition.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 31, doi. 10.3905/jpm.2011.37.2.031
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- Publication type:
- Article
The Description of Portfolios.
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- Journal of Portfolio Management, 2011, v. 37, n. 2, p. 15, doi. 10.3905/jpm.2011.37.2.015
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- Publication type:
- Article
The Graceful Aging of Mean-Variance Optimization.
- Published in:
- 2011
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- Publication type:
- Editorial
In Diversification We Trust?
- Published in:
- 2011
- By:
- Publication type:
- Editorial