An Analysis of the Expense Ratio Pricing of SMB, HML, and UMD Exposure in U.S. Equity Mutual Funds.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 138, doi. 10.3905/jpm.2016.43.1.138
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2016 AND VI 43 AND IP 1
Results: 12
1
2
David and Goliath: Who Wins the Quantitative Battle?
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 127, doi. 10.3905/jpm.2016.43.1.127
- By:
- Publication type:
- Article
3
Uncloaking Campbell and Shiller's CAPE: A Comprehensive Guide to Its Construction and Use.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 109, doi. 10.3905/jpm.2016.43.1.109
- By:
- Publication type:
- Article
4
Identifying Economic Regimes: Reducing Downside Risks for University Endowments and Foundations.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 100, doi. 10.3905/jpm.2016.43.1.100
- By:
- Publication type:
- Article
5
Optimal Dynamic Portfolio Risk Management.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 85, doi. 10.3905/jpm.2016.43.1.085
- By:
- Publication type:
- Article
6
An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 72, doi. 10.3905/jpm.2016.43.1.072
- By:
- Publication type:
- Article
7
Labor Conditions and Future Capital Market Performance.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 54, doi. 10.3905/jpm.2016.43.1.054
- By:
- Publication type:
- Article
8
A Practitioner's Guide to Market Microstructure Invariance.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 43, doi. 10.3905/jpm.2016.43.1.043
- By:
- Publication type:
- Article
9
What Goes into Risk-Neutral Volatility? Empirical Estimates of Risk and Subjective Risk Preferences.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 29, doi. 10.3905/jpm.2016.43.1.029
- By:
- Publication type:
- Article
10
ETFs, High-Frequency Trading, and Flash Crashes.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 17, doi. 10.3905/jpm.2016.43.1.017
- By:
- Publication type:
- Article
11
Mathematics and Economics: A Reality Check.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 5
- By:
- Publication type:
- Article
12
The Tesla Run-Up: A Follow-Up with Investment Implications.
- Published in:
- 2016
- By:
- Publication type:
- Editorial