Works matching IS 00954918 AND DT 2024 AND VI 50 AND IP 6

Results: 11

The Propagation of Labor Market Information through Supply Chain Networks.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 223, doi. 10.3905/jpm.2024.1.591

By:

Isogai, Akifumi;
Yamamoto, Rei

Publication type:

Article

Assessing Diversification of S&P 500 and CDX Indexes.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 204, doi. 10.3905/jpm.2024.1.592

By:

Palma, Jeffrey A.

Publication type:

Article

The Contribution of a Constituent Time Period-Asset Pair: Longitudinal Decompositions.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 172, doi. 10.3905/jpm.2024.1.594

By:

Pawar, Revanta

Publication type:

Article

Residual-Free Attribution.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 144, doi. 10.3905/jpm.2024.1.595

By:

Gérard, Xavier

Publication type:

Article

How Should the Long-Term Investor Harvest Variance Risk Premiums?

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 122, doi. 10.3905/jpm.2024.1.600

By:

Dörries, Julian;
Korn, Olaf;
Power, Gabriel J.

Publication type:

Article

Impact of ESG Objectives on a Portfolio.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 102, doi. 10.3905/jpm.2024.1.597

By:

Soupe, François;
Kovarcik, Guillaume

Publication type:

Article

Reversing the Trend of Short-Term Reversal.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 89, doi. 10.3905/jpm.2024.1.588

By:

Blitz, David;
van der Grient, Bart;
Honarvar, Iman

Publication type:

Article

Dynamic Warp Analysis: A New Approach for Detecting and Timing Bubbles.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 74, doi. 10.3905/jpm.2024.1.598

By:

Kritzman, Mark;
Song, Huili;
Turkington, David

Publication type:

Article

Transaction Cost–Optimized Equity Factors around the World.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 40, doi. 10.3905/jpm.2024.1.599

By:

Bašić, Filip;
Lohre, Harald;
Martín-Utrera, Alberto;
Nolte, Ingmar;
Nolte, Sandra

Publication type:

Article

Value versus Values: What Is the Sign of the Climate Risk Premium?

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 23, doi. 10.3905/jpm.2024.1.590

By:

Rebonato, Riccardo

Publication type:

Article

Honey, the Fed Shrunk the Equity Premium: Asset Allocation in a Higher-Rate World.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 6, p. 7, doi. 10.3905/jpm.2024.1.601

By:

Maloney, Thomas

Publication type:

Article