Works matching IS 00954918 AND DT 2013 AND VI 39 AND IP 4
Results: 13
Portfolio Concentration and the Geometry of Co-Movement.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 142, doi. 10.3905/jpm.2013.39.4.142
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- Article
Fundamentally Weighted Global Small Companies.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 132, doi. 10.3905/jpm.2013.39.4.132
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- Article
Create or Buy: A Comparative Analysis of Liquidity and Transaction Costs for Selected U.S. ETFs.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 118, doi. 10.3905/jpm.2013.39.4.118
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- Article
Is There Alpha in Institutional Emerging-Market Equity Funds?
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 106, doi. 10.3905/jpm.2013.39.4.106
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- Article
The Surprising Alpha From Malkiel's Monkey and Upside-Down Strategies.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 91, doi. 10.3905/jpm.2013.39.4.091
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- Article
Which Component of Treasury Yields Belongs in Equity Valuation Models? An Application to the S&P 500.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 80, doi. 10.3905/jpm.2013.39.4.080
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Earnings Quality Revisited.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 69, doi. 10.3905/jpm.2013.39.4.069
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- Article
The Devil in HML's Details.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 49, doi. 10.3905/jpm.2013.39.4.049
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- Article
Is the Diversification Benefit of Frontier Markets Realizable by Mean-Variance Investors? The Evidence of Investable Funds.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 36, doi. 10.3905/jpm.2013.39.4.036
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- Article
Managing Private Fund-Based Portfolios: A Search for Rebalancing Strategies.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 24, doi. 10.3905/jpm.2013.39.4.024
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- Article
Standing Out From the Crowd: Measuring Crowding in Quantitative Strategies.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 14, doi. 10.3905/jpm.2013.39.4.014
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- Article
Ambiguity Management.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 4, doi. 10.3905/jpm.2013.39.4.004
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- Article
How to Represent Mark-to-Market Possibilities with the General Portfolio Selection Model.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 1, doi. 10.3905/jpm.2013.39.4.001
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- Article