Works matching IS 00954918 AND DT 2022 AND VI 48 AND IP 3

Results: 14

The Covariance Structure between Liquid and Illiquid Assets.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 128, doi. 10.3905/jpm.2021.1.318

By:

de Jong, Marielle

Publication type:

Article

Public and Private Equity Returns: Different or Same?

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 117, doi. 10.3905/jpm.2021.1.323

By:

Rudin, Alexander;
Farley, Daniel

Publication type:

Article

Trending Fast and Slow.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 103, doi. 10.3905/jpm.2021.1.312

By:

Cheng, Eddie;
Kostyuchyk, Nazar;
Lee, Wai;
Liu, Pai;
Ma, Chenfei

Publication type:

Article

The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 87, doi. 10.3905/jpm.2021.1.316

By:

Gerber, Sander;
Markowitz, Harry M.;
Ernst, Philip A.;
Miao, Yinsen;
Javid, Babak;
Sargen, Paul

Publication type:

Article

Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 199, doi. 10.3905/jpm.2021.1.319

By:

Elavia, Tony;
Kothari, S. P.;
Li, Xu;
You, Haifeng

Publication type:

Article

Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 220, doi. 10.3905/jpm.2021.1.313

By:

Amir-Ghassemi, F.;
Papanicolaou, A.;
Perlow, M.

Publication type:

Article

Intangibles: The Missing Ingredient in Book Value.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 164, doi. 10.3905/jpm.2021.1.322

By:

Li, Feifei

Publication type:

Article

Changes in Ownership Breadth and Capital Market Anomalies.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 185, doi. 10.3905/jpm.2021.1.317

By:

Wu, Yangru;
Xu, Weike

Publication type:

Article

There Is No Unique Rational Decision Strategy in Financial Markets.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 153, doi. 10.3905/jpm.2021.1.326

By:

Schredelseker, Klaus

Publication type:

Article

History, Shocks, and Drifts: A New Approach to Portfolio Formation.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 142, doi. 10.3905/jpm.2021.1.321

By:

Kritzman, Mark;
Turkington, David

Publication type:

Article

The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 63, doi. 10.3905/jpm.2021.1.314

By:

Fox, Steve;
Hammond, P. Brett

Publication type:

Article

Predicting Performance Using Consumer Big Data.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 47, doi. 10.3905/jpm.2021.1.320

By:

Froot, Kenneth;
Kang, Namho;
Ozik, Gideon;
Sadka, Ronnie

Publication type:

Article

Quantifying Long-Term Market Impact.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 25, doi. 10.3905/jpm.2021.1.324

By:

Harvey, Campbell R.;
Ledford, Anthony;
Sciulli, Emidio;
Ustinov, Philipp;
Zohren, Stefan

Publication type:

Article

Active versus Passive: Old Wine in New Wine Skins.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 8, doi. 10.3905/jpm.2021.1.325

By:

Sorensen, Eric;
Alonso, Nicholas;
Lancetti, Sebastian;
Belanger, Daniel

Publication type:

Article