Works matching IS 00954918 AND DT 2024 AND VI 50 AND IP 4

Results: 12

Fixed Income Investing.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 203, doi. 10.3905/jpm.2023.1.580

By:

Fabozzi, Frank J.;
Crescenzi, Tony;
Johnson, Jeffrey A.;
Raol, Jay;
Simeone, Karen

Publication type:

Article

More Powerful Tests for Anomalies in the China A-Share Market.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 186, doi. 10.3905/jpm.2023.1.573

By:

Jansen, Maarten;
Swinkels, Laurens;
Zhou, Weili

Publication type:

Article

Group Investing.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 172, doi. 10.3905/jpm.2023.1.574

By:

Wilcox, Jarrod;
Satchell, Stephen

Publication type:

Article

Range-Based Volatility Timing.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 160, doi. 10.3905/jpm.2023.1.569

By:

Lehnert, Thorsten

Publication type:

Article

Portfolio Construction with Hierarchical Momentum.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 136, doi. 10.3905/jpm.2023.1.570

By:

Cirulli, Antonello;
Kobak, Michal;
Ulrych, Urban

Publication type:

Article

Forecast Aggregation and Predictive Value.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 107, doi. 10.3905/jpm.2023.1.579

By:

Chen, Yu-An;
Palmon, Dan

Publication type:

Article

Wisdom of the Crowds or Ignorance of the Masses? A Data-Driven Guide to WallStreetBets.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 88, doi. 10.3905/jpm.2024.1.581

By:

Semenova, Valentina;
Gorduza, Dragos;
Wildi, William;
Dong, Xiaowen;
Zohren, Stefan

Publication type:

Article

Option Total Return and Active Option Portfolio Management.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 75, doi. 10.3905/jpm.2023.1.578

By:

Bhansali, Vineer;
Chang, Linda;
Holdom, Jeremie;
Johnson, Matthew

Publication type:

Article

Equity Tail Protection Strategies Before, During, and After COVID-19.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 53, doi. 10.3905/jpm.2023.1.575

By:

Israelov, Roni;
Ndong, David Nze

Publication type:

Article

Improving the Accuracy of Tail Risk Forecasts.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 30, doi. 10.3905/jpm.2023.1.571

By:

Frank, David;
Lazanas, Anthony;
Menchero, Jose

Publication type:

Article

Weak Feedback and Denial Are Killing Active Management: A Slow Death, Perhaps, but One That Is Avoidable.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 22, doi. 10.3905/jpm.2023.1.577

By:

Ervolini, Michael A.

Publication type:

Article

How Many Is Too Few? Revisiting the Number of Names in Equity Portfolios.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 4, p. 7, doi. 10.3905/jpm.2023.1.562

By:

Bender, Jennifer;
Sun, Xiaole

Publication type:

Article