Works matching IS 00954918 AND DT 2013 AND VI 39 AND IP 3

Results: 14

Investing Under Inflation Risk.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 123, doi. 10.3905/jpm.2013.39.3.123

By:

Crawford, George;
Liew, Jim Kyung-Soo;
Marks, Andrew

Publication type:

Article

The Tortoise and the Hare: Risk Premium versus Alternative Asset Portfolios.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 112, doi. 10.3905/jpm.2013.39.3.112

By:

Bird, Ron;
Liem, Harry;
Thorp, Susan

Publication type:

Article

Liquidity-Driven Dynamic Asset Allocation.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 102, doi. 10.3905/jpm.2013.39.3.102

By:

XIONG, JAMES X.;
SULLIVAN, RODNEY N.;
WANG, PENG

Publication type:

Article

Do You Know What's in Your Benchmark?

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 136, doi. 10.3905/jpm.2013.39.3.136

By:

CRAWFORD, STEVEN;
HANSEN, JAMES;
PRICE, RICHARD

Publication type:

Article

Embedded Tax Liabilities and Portfolio Choice.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 93, doi. 10.3905/jpm.2013.39.3.093

By:

TURVEY, PHILLIP A.;
BASU, ANUP K.;
VERHOEVEN, PETER

Publication type:

Article

Minimum-Variance Portfolios Based on Covariance Matrices Using Implied Volatilities: Evidence from the German Market.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 84, doi. 10.3905/jpm.2013.39.3.084

By:

MOSTOWFI, MEHDI;
STIER, CAROLIN

Publication type:

Article

The Blind Side: Managing Downside Risk in Corporate Defined-Benefit Plans.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 65, doi. 10.3905/jpm.2013.39.3.065

By:

SHEIKH, ABDULLAH Z.;
JIANXIONG SUN

Publication type:

Article

Leverage Aversion, Efficient Frontiers, and the Efficient Region.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 54, doi. 10.3905/jpm.2013.39.3.054

By:

JACOBS, BRUCE I.;
LEVY, KENNETH N.

Publication type:

Article

Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspective.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 39, doi. 10.3905/jpm.2013.39.3.039

By:

CLARKE, ROGER;
DE SILVA, HARINDRA;
THORLEY, STEVEN

Publication type:

Article

What Moves Stock Prices: Another Look.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 32, doi. 10.3905/jpm.2013.39.3.032

By:

CORNELL, BRADFORD

Publication type:

Article

The Deeper Causes of the Financial Crisis: Mortgages Alone Cannot Explain It.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 16, doi. 10.3905/jpm.2013.39.3.016

By:

Adelson, Mark

Publication type:

Article

Frictional Costs of Diversification.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 7, doi. 10.3905/jpm.2013.39.3.007

By:

SCHERER, BERND

Publication type:

Article

Equity Trading in the Fast Lane: The Staccato Alternative.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 3, doi. 10.3905/jpm.2013.39.3.003

By:

Schwartz, Robert A.;
Wu, Liuren

Publication type:

Article

Innovation and Portfolio Management.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 1, doi. 10.3905/jpm.2013.39.3.001

By:

COHEN, ABBY JOSEPH

Publication type:

Article