REVISTA

JOURNAL OF PORTFOLIO MANAGEMENT

ISSN: 0095-4918 Frecuencia: 4 Formato: Impresa

Tablas de contenido

10 artículos asociados

Volumen 37 Número 1 Parte 0 Año 2010

Is Patience a Virtue? The Unsentimental Case for the Long View in Evaluating Returns	Solicitud
David L. Donoho, Robert A. Crenian, and Matthew H. Scanlan
Pág. 105 - 120

The Empirical Law of Active Management: Perspectives on the Declining Skill of U.S. Fund Managers	Solicitud
Edouard Sénéchal
Pág. 121 - 132

The Sustainability of Endowment Spending Levels: A Wake-up Call for University Endowments	Solicitud
Gregory P. Ho, Haim A. Mozes , and Pavel Greenfield
Pág. 133 - 146

On the Persistence of Style Returns	Solicitud
Stan Beckers and Jolly Ann Thomas
Pág. 15 - 30

Finding Better Securities while Holding Portfolios: Is Stochastic Dominance the Answer?	Solicitud
Haim Shalit
Pág. 31 - 42

Designing the New Policy Portfolio: A Smart, but Humble Approach	Solicitud
Frederick E. Dopfel
Pág. 43 - 52

A Scenarios Approach to Asset Allocation	Solicitud
Susan Gosling
Pág. 53 - 66

Measuring Global Systemic Risk: What Are Markets Saying about Risk?	Solicitud
Rodney N. Sullivan , Steven P. Peterson , and David T. Waltenbaugh
Pág. 67 - 77

Offensive Risk Management II: The Case for Active Tail Hedging	Solicitud
Vineer Bhansali and Joshua M. Davis
Pág. 78 - 91

On the Consistent Use of VaR in Portfolio Performance Evaluation: A Cautionary Note	Solicitud
Valeri Zakamouline
Pág. 92 - 104