Works matching IS 00954918 AND DT 2022 AND VI 48 AND IP 3
Results: 14
Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 220, doi. 10.3905/jpm.2021.1.313
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Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 199, doi. 10.3905/jpm.2021.1.319
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Changes in Ownership Breadth and Capital Market Anomalies.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 185, doi. 10.3905/jpm.2021.1.317
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Intangibles: The Missing Ingredient in Book Value.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 164, doi. 10.3905/jpm.2021.1.322
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- Article
There Is No Unique Rational Decision Strategy in Financial Markets.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 153, doi. 10.3905/jpm.2021.1.326
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History, Shocks, and Drifts: A New Approach to Portfolio Formation.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 142, doi. 10.3905/jpm.2021.1.321
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- Article
The Covariance Structure between Liquid and Illiquid Assets.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 128, doi. 10.3905/jpm.2021.1.318
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- Article
Public and Private Equity Returns: Different or Same?
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 117, doi. 10.3905/jpm.2021.1.323
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Trending Fast and Slow.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 103, doi. 10.3905/jpm.2021.1.312
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The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 63, doi. 10.3905/jpm.2021.1.314
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- Article
Predicting Performance Using Consumer Big Data.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 47, doi. 10.3905/jpm.2021.1.320
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- Article
Quantifying Long-Term Market Impact.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 25, doi. 10.3905/jpm.2021.1.324
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- Article
Active versus Passive: Old Wine in New Wine Skins.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 8, doi. 10.3905/jpm.2021.1.325
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- Article
The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 87, doi. 10.3905/jpm.2021.1.316
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- Article