Bayes Rule and the Selection of Investment Managers.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 211, doi. 10.3905/jpm.2023.1.504
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- Publication type:
- Article
Works matching IS 00954918 AND DT 2023 AND VI 49 AND IP 8
Results: 14
1
2
Timing and Sizing Skills of Systematic Strategies across Time and Economic Regimes.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 199, doi. 10.3905/jpm.2023.1.505
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- Publication type:
- Article
3
Performance Measurement for Alternative Investments Portfolios.
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- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 185, doi. 10.3905/jpm.2023.1.506
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- Publication type:
- Article
4
A Framework for Attributing Changes in Portfolio Carbon Footprint.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 163, doi. 10.3905/jpm.2023.1.511
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- Publication type:
- Article
5
Determinants of Portfolio ESG Performance: An Attribution Framework.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 146, doi. 10.3905/jpm.2023.1.524
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- Publication type:
- Article
6
Time-Zero Direct Alpha: Investment-Level Calculations for Improved Skill Evaluation.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 130, doi. 10.3905/jpm.2023.1.508
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- Publication type:
- Article
7
Various Ex-Post Financial Contributions to a Return and the Different Questions They Address.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 101, doi. 10.3905/jpm.2023.1.510
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- Publication type:
- Article
8
Multicurrency Performance Attribution Analysis with Currency Overlay Management.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 83, doi. 10.3905/jpm.2023.1.516
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- Publication type:
- Article
9
Information Ratio = Selection × Breadth + Sizing.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 71, doi. 10.3905/jpm.2023.1.517
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- Publication type:
- Article
10
Misleading Returns: How Ignoring Cash Flows Can Result in Performance Measurement Errors.
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- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 52, doi. 10.3905/jpm.2023.1.507
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- Publication type:
- Article
11
On the Use of Intercepts as Performance Measures.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 34, doi. 10.3905/jpm.2023.1.513
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- Publication type:
- Article
12
The Central Paradox of Active Management: Maximizing the Information Ratio Is Counterproductive.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 25, doi. 10.3905/jpm.2023.1.509
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- Publication type:
- Article
13
The Use and Misuse of Tracking Error.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 12, doi. 10.3905/jpm.2023.1.514
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- Publication type:
- Article
14
Editor's Introduction to the 2023 Special Issue on Performance Analysis.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 8, p. 1, doi. 10.3905/jpm.2023.1.523
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- Publication type:
- Article