Works matching IS 15203255 AND DT 2017 AND VI 19 AND IP 3
Results: 7
Portfolio Management with Drawdown-Based Measures.
- Published in:
- Journal of Alternative Investments, 2017, v. 19, n. 3, p. 75, doi. 10.3905/jai.2017.19.3.075
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- Article
Semivolatility of Returns as a Measure of Downside Risk.
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- Journal of Alternative Investments, 2017, v. 19, n. 3, p. 68, doi. 10.3905/jai.2017.19.3.068
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- Article
Embracing Downside Risk.
- Published in:
- Journal of Alternative Investments, 2017, v. 19, n. 3, p. 59, doi. 10.3905/jai.2017.19.3.059
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- Article
Volatility Weighting Applied to Momentum Strategies.
- Published in:
- Journal of Alternative Investments, 2017, v. 19, n. 3, p. 40, doi. 10.3905/jai.2017.19.3.040
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- Article
Dividend Swaps and Dividend Futures: State of Play.
- Published in:
- Journal of Alternative Investments, 2017, v. 19, n. 3, p. 27, doi. 10.3905/jai.2017.19.3.027
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- Article
Tweet Sentiments and Crowd-Sourced Earnings Estimates as Valuable Sources of Information around Earnings Releases.
- Published in:
- Journal of Alternative Investments, 2017, v. 19, n. 3, p. 7, doi. 10.3905/jai.2017.19.3.007
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- Article
Editor’s Letter.
- Published in:
- Journal of Alternative Investments, 2017, v. 19, n. 3, p. 1, doi. 10.3905/jai.2017.19.3.001
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- Article