Portfolio Concentration and the Geometry of Co-Movement.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 142, doi. 10.3905/jpm.2013.39.4.142
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2013 AND VI 39 AND IP 4
Results: 13
1
2
Fundamentally Weighted Global Small Companies.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 132, doi. 10.3905/jpm.2013.39.4.132
- By:
- Publication type:
- Article
3
Create or Buy: A Comparative Analysis of Liquidity and Transaction Costs for Selected U.S. ETFs.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 118, doi. 10.3905/jpm.2013.39.4.118
- By:
- Publication type:
- Article
4
Is There Alpha in Institutional Emerging-Market Equity Funds?
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 106, doi. 10.3905/jpm.2013.39.4.106
- By:
- Publication type:
- Article
5
The Surprising Alpha From Malkiel's Monkey and Upside-Down Strategies.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 91, doi. 10.3905/jpm.2013.39.4.091
- By:
- Publication type:
- Article
6
Earnings Quality Revisited.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 69, doi. 10.3905/jpm.2013.39.4.069
- By:
- Publication type:
- Article
7
Which Component of Treasury Yields Belongs in Equity Valuation Models? An Application to the S&P 500.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 80, doi. 10.3905/jpm.2013.39.4.080
- By:
- Publication type:
- Article
8
The Devil in HML's Details.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 49, doi. 10.3905/jpm.2013.39.4.049
- By:
- Publication type:
- Article
9
Is the Diversification Benefit of Frontier Markets Realizable by Mean-Variance Investors? The Evidence of Investable Funds.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 36, doi. 10.3905/jpm.2013.39.4.036
- By:
- Publication type:
- Article
10
Managing Private Fund-Based Portfolios: A Search for Rebalancing Strategies.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 24, doi. 10.3905/jpm.2013.39.4.024
- By:
- Publication type:
- Article
11
Standing Out From the Crowd: Measuring Crowding in Quantitative Strategies.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 14, doi. 10.3905/jpm.2013.39.4.014
- By:
- Publication type:
- Article
12
Ambiguity Management.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 4, doi. 10.3905/jpm.2013.39.4.004
- By:
- Publication type:
- Article
13
How to Represent Mark-to-Market Possibilities with the General Portfolio Selection Model.
- Published in:
- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 1, doi. 10.3905/jpm.2013.39.4.001
- By:
- Publication type:
- Article