Value for Equity Index Options: Expected--Not Realized--Volatility and the Distribution of Forecasts.
- Published in:
- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 213, doi. 10.3905/jpm.2022.1.427
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- Publication type:
- Article
Works matching IS 00954918 AND DT 2022 AND VI 49 AND IP 1
Results: 13
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A Holistic Approach to Creating High Income Portfolios That Are Risk-Return Efficient and Tax Aware.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 198, doi. 10.3905/jpm.2022.49.1.198
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- Article
3
Using a Mean-Changing Stochastic Processes Exit-Entry Model for Stock Market Long-Short Prediction.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 172, doi. 10.3905/jpm.2022.1.429
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- Article
4
An Investor's Guide to Crypto.
- Published in:
- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 146, doi. 10.3905/jpm.2022.1.428
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- Publication type:
- Article
5
Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 118, doi. 10.3905/jpm.2022.1.422
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- Publication type:
- Article
6
The Modern Endowment Story: A Ubiquitous US Equity Factor.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 107, doi. 10.3905/jpm.2022.1.402
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- Publication type:
- Article
7
The Effects of Spending Rules and Asset Allocation on Nonprofit Endowments.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 81, doi. 10.3905/jpm.2022.1.431
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- Publication type:
- Article
8
Where's Tobin? Protecting Intergenerational Equity for Endowments: A New Benchmarking Approach.
- Published in:
- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 47, doi. 10.3905/jpm.2022.1.424
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- Publication type:
- Article
9
Type I and Type II Errors of the Sharpe Ratio under Multiple Testing.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 39, doi. 10.3905/jpm.2022.1.403
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- Publication type:
- Article
10
Investment Decisions under Almost Complete Causal Ignorance.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 33, doi. 10.3905/jpm.2022.1.426
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- Publication type:
- Article
11
False Pretenses in Institutional Asset Management.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 22, doi. 10.3905/jpm.2022.1.425
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- Publication type:
- Article
12
Risk in Risk Aversion.
- Published in:
- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 10, doi. 10.3905/jpm.2022.1.407
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- Publication type:
- Article
13
William T. Ziemba and a Brief Look at His Journal of Portfolio Management Legacy.
- Published in:
- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 7, doi. 10.3905/jpm.2022.1.423
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- Publication type:
- Article