Hedging Equity Market Risk in Hedge Fund Investing: A New Approach.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 138, doi. 10.3905/jpm.2011.37.4.138
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2011 AND VI 37 AND IP 4
Results: 13
1
2
Principal Components as a Measure of Systemic Risk.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 112, doi. 10.3905/jpm.2011.37.4.112
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- Publication type:
- Article
3
Momentum in Japan: The Exception That Proves the Rule.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 67, doi. 10.3905/jpm.2011.37.4.067
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- Publication type:
- Article
4
How Does the Fortune's Formula Kelly Capital Growth Model Perform?
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 96, doi. 10.3905/jpm.2011.37.4.096
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- Publication type:
- Article
5
The Evolution of Equity Mandates in Institutional Portfolios.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 127, doi. 10.3905/jpm.2011.37.4.127
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- Publication type:
- Article
6
Robust Reverse Engineering of Cross-Sectional Returns and Improved Portfolio Allocation Performance Using the CAPM.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 76, doi. 10.3905/jpm.2011.37.4.076
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- Publication type:
- Article
7
Average Stock Variance and Market Returns: Evidence of Time-Varying Predictability at the Daily Frequency.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 86, doi. 10.3905/jpm.2011.37.4.086
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- Publication type:
- Article
8
Tracking Error Rebalancing.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 54, doi. 10.3905/jpm.2011.37.4.054
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- Publication type:
- Article
9
Are All Currency Managers Equal?
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 42, doi. 10.3905/jpm.2011.37.4.042
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- Publication type:
- Article
10
Predicting Market Components Out of Sample: Asset Allocation Implications.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 29, doi. 10.3905/jpm.2011.37.4.029
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- Publication type:
- Article
11
Risk-Based Asset Allocation: A New Answer to an Old Question?
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 11, doi. 10.3905/jpm.2011.37.4.011
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- Publication type:
- Article
12
Investment Strategies and Investment Track Records.
- Published in:
- 2011
- By:
- Publication type:
- Editorial
13
The Myth of Diversification: Risk Factors versus Asset Classes.
- Published in:
- Journal of Portfolio Management, 2011, v. 37, n. 4, p. 1, doi. 10.3905/jpm.2011.37.4.001
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- Publication type:
- Article