Works matching IS 00954918 AND DT 2022 AND VI 48 AND IP 5

Results: 15

Inflation Risk Premium.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 266, doi. 10.3905/jpm.2022.1.354

By:

Baz, Jamil;
Davis, Josh;
Tsai, Jerry;
Zhang, Ziqi

Publication type:

Article

The Data Dilemma in Alternative Risk Premium: Why Is a Benchmark So Elusive?

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 219, doi. 10.3905/jpm.2022.1.353

By:

Gorman, Stephen A.;
Fabozzi, Frank J.

Publication type:

Article

The Performance Life Cycle of Hedge Funds: Can Investors Achieve Lasting Performance?

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 189, doi. 10.3905/jpm.2021.1.315

By:

Gao, Chao;
Haight, Timothy D.;
Yin, Chengdong;
Zhang, Chengsi

Publication type:

Article

Option-Enhanced Tax-Smart Portfolio Value.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 182, doi. 10.3905/jpm.2022.1.341

By:

Kalotay, Andrew

Publication type:

Article

Performance, Perception, and Manager Selection.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 87, doi. 10.3905/jpm.2022.1.351

By:

Stewart, Scott D.

Publication type:

Article

Systematic ESG Risk and Passive ESG Investing.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 71, doi. 10.3905/jpm.2022.1.344

By:

Jin, Ick

Publication type:

Article

Toward Regime-Aware Risk Forecasts.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 49, doi. 10.3905/jpm.2022.48.5.049

By:

Khang, Kevin

Publication type:

Article

Stock-Market Risk Factors and Manager Performance.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 40, doi. 10.3905/jpm.2022.1.348

By:

Mladina, Peter;
Germani, Steven

Publication type:

Article

Maximizing Capital Efficiency in US Defined Benefit Pension Plan Immunizing Portfolio Construction Using Derivatives and a Power Law Relationship.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 166, doi. 10.3905/jpm.2022.1.350

By:

McDermott, Scott

Publication type:

Article

Portfolio Decisions within a Generalized Funding Ratio Framework.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 151, doi. 10.3905/jpm.2022.1.347

By:

Leibowitz, Martin L.;
Kogelman, Stanley

Publication type:

Article

Cost, Performance, and Benchmark Bias of Public Pension Funds in the United States: An Unflattering Portrait.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 138, doi. 10.3905/jpm.2022.1.349

By:

Ennis, Richard M.

Publication type:

Article

Drawdown Measures: Are They All the Same?

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 104, doi. 10.3905/jpm.2022.1.346

By:

Korn, Olaf;
Möller, Philipp M.;
Schwehm, Christian

Publication type:

Article

Carbon-Tax-Adjusted Value.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 121, doi. 10.3905/jpm.2022.1.343

By:

Blitz, David;
Hoogteijling, Tobias

Publication type:

Article

Tail Risk Hedging Performance: Measuring What Counts.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 25, doi. 10.3905/jpm.2022.1.345

By:

Chang, Linda;
Holdom, Jeremie;
Bhansali, Vineer

Publication type:

Article

On the Benefits of Scale Economies in Asset Management.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 5, p. 9, doi. 10.3905/jpm.2022.1.352

By:

Adiraju, Shreya;
Blass, Dalia;
Cohen, Samara;
Madhavan, Ananth;
Ramji, Salim

Publication type:

Article