Works matching IS 00954918 AND DT 2023 AND VI 49 AND IP 7
Results: 13
Factor Investing Webinar.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 264, doi. 10.3905/jpm.2023.1.491
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Fat and Heavy Tails in Asset Management.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 236, doi. 10.3905/jpm.2023.1.501
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From ELIZA to ChatGPT: The Evolution of Natural Language Processing and Financial Applications.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 201, doi. 10.3905/jpm.2023.1.512
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- Article
Equity Convexity under Major Monetary Policy Shift.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 179, doi. 10.3905/jpm.2023.1.498
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- Article
Rehabilitating Mean-Variance Portfolio Selection: Theory and Evidence.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 159, doi. 10.3905/jpm.2023.1.492
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Takahashi-Alexander Revisited: Modeling Private Equity Portfolio Outcomes Using Historical Simulations.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 144, doi. 10.3905/jpm.2023.1.496
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- Article
Comparing Downside Protection Strategies.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 116, doi. 10.3905/jpm.2023.1.493
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- Article
Reconciling Stock Selection and Factor Allocation.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 93, doi. 10.3905/jpm.2023.1.500
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- Article
Event Time.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 81, doi. 10.3905/jpm.2023.1.494
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- Article
Equity Fragility.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 64, doi. 10.3905/jpm.2023.1.495
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Investment Skill and Consistent Long-Term Alpha.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 44, doi. 10.3905/jpm.2023.1.499
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- Article
Seeking Better Sharpe Ratio via Bayesian Optimization.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 35, doi. 10.3905/jpm.2023.1.497
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- Article
Fairy Tails: Lessons from 150 Years of Drawdowns.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 8, doi. 10.3905/jpm.2023.1.503
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- Article