Works matching IS 00954918 AND DT 2014 AND VI 41 AND IP 1

Results: 12

Tesla: Anatomy of a Run-Up.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 139, doi. 10.3905/jpm.2014.41.1.139

By:

CORNELL, BRADFORD;
DAMODARAN, ASWATH

Publication type:

Article

Higher-Frequency Analysis of Low-Frequency Data.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 121, doi. 10.3905/jpm.2014.41.1.121

By:

MALLINGER-DOGAN, MICKAËL;
SZIGETY, MARK C.

Publication type:

Article

Donation Risk and Optimal Endowment Portfolio Allocations.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 109, doi. 10.3905/jpm.2014.41.1.109

By:

BLANCHETT, DAVID

Publication type:

Article

Coming Up Short: Managing Underfunded Portfolios in an LDI-ES Framework.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 95, doi. 10.3905/jpm.2014.41.1.095

By:

SANJIV DAS;
SEOYOUNG KIM;
STATMAN, MEIR

Publication type:

Article

Optimal Tax Management of Municipal Bonds.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 85, doi. 10.3905/jpm.2014.41.1.085

By:

KALOTAY, ANDREW

Publication type:

Article

Return Dynamics of Index-Linked Bond Portfolios.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 78, doi. 10.3905/jpm.2014.41.1.078

By:

KOIVU, MATTI;
PENNANEN, TEEMU

Publication type:

Article

Option-Implied Volatilities and Stock Returns: Evidence from Industry-Neutral Portfolios.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 65, doi. 10.3905/jpm.2014.41.1.065

By:

XIAOQUAN LIU;
PONG, EDDIE S. Y.;
SHACKLETON, MARK B.;
YUANYUAN ZHANG

Publication type:

Article

The Drivers of Predicted Beta.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 57, doi. 10.3905/jpm.2014.41.1.057

By:

WANG, JACKSON;
MENCHERO, JOSE

Publication type:

Article

International Low-Risk Investing.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 45

By:

WALKSHÄUSL, CHRISTIAN

Publication type:

Article

Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 34, doi. 10.3905/jpm.2014.41.1.034

By:

Woo Chang Kim;
Yongjae Lee;
Yoon Hak Lee

Publication type:

Article

Es-cape-ing from Overvalued Sectors: Sector Selection Based on the Cyclically Adjusted Price-Earnings (CAPE) Ratio.

Published in:

Journal of Portfolio Management, 2014, v. 41, n. 1, p. 16, doi. 10.3905/jpm.2014.41.1.016

By:

BUNN, OLIVER;
STAAL, ARNE;
JI ZHUANG;
LAZANAS, ANTHONY;
URAL, CENK;
SHILLER, ROBERT

Publication type:

Article

The Dark Side of Passive Investing.

Published in:

2014

By:

BLITZ, DAVID

Publication type:

Editorial