Works matching IS 00954918 AND DT 2013 AND VI 39 AND IP 2

Results: 13

Size Rotation in the U.S. Equity Market.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 116, doi. 10.3905/jpm.2013.39.2.116

By:

MILLER, KEITH L.;
CHEE OOI;
HONG LI;
GIAMOURIDIS, DANIEL

Publication type:

Article

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 101, doi. 10.3905/jpm.2013.39.2.101

By:

BALI, TURAN G.;
CAKICI, NUSRET;
FABOZZI, FRANK J.

Publication type:

Article

Incorporating Linkers in a Global Government Bond Risk Model.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 92, doi. 10.3905/jpm.2013.39.2.092

By:

DE JONG, MARIELLE

Publication type:

Article

Is There Value in Valuation?

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 87, doi. 10.3905/jpm.2013.39.2.087

By:

FRIDSON, MARTIN;
FINNERTY, JOHN D.

Publication type:

Article

Diversification Across Time.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 73, doi. 10.3905/jpm.2013.39.2.073

By:

AYRES, IAN;
NALEBUFF, BARRY

Publication type:

Article

Is the 60-40 Stock-Bond Pension Fund Rule Wise?

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 63, doi. 10.3905/jpm.2013.39.2.063

By:

ZIEMBA, WILLIAM T.

Publication type:

Article

Bond Market Price Discovery: Clarity Through the Lens of an Exchange.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 49, doi. 10.3905/jpm.2013.39.2.049

By:

TUCKER, MATTHEW;
LAIPPLY, STEPHEN

Publication type:

Article

Digital Portfolios.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 41, doi. 10.3905/jpm.2013.39.2.041

By:

DAS, SANJIV R.

Publication type:

Article

A Constant-Volatility Framework for Managing Tail Risk.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 28, doi. 10.3905/jpm.2013.39.2.028

By:

HOCQUARD, ALEXANDRE;
NG, SUNNY;
PAPAGEORGIOU, NICOLAS

Publication type:

Article

Liquidity and Portfolio Choice: A Unified Approach.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 19, doi. 10.3905/jpm.2013.39.2.019

By:

KINLAW, WILL;
KRITZMAN, MARK;
TURKINGTON, DAVID

Publication type:

Article

Volatility, Correlation, and Diversification in a Multi-Factor World.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 11, doi. 10.3905/jpm.2013.39.2.011

By:

ROLL, RICHARD

Publication type:

Article

The Four Modes of Practical Risk Management.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 3, doi. 10.3905/jpm.2013.39.2.003

By:

BHANSALI, VINEER

Publication type:

Article

Introducing Leverage Aversion into Portfolio Theory and Practice.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 2, p. 1, doi. 10.3905/jpm.2013.39.2.001

By:

JACOBS, BRUCE I.;
LEVY, KENNETH N.

Publication type:

Article