REVISTA

JOURNAL OF PORTFOLIO MANAGEMENT

ISSN: 0095-4918 Frecuencia: 4 Formato: Impresa

Tablas de contenido

12 artículos asociados

Volumen 35 Número 3 Parte 0 Año 2009

Clairvoyant Value and the Value Effect	Solicitud
Robert D Arnott, Feifei Li, Katrina F. Sherrerd

Price Transparency in the U.S. Corporate Bond Markets	Solicitud
Jerry H. Tempelman

Is There a Green Factor?	Solicitud
Chin-Ping Chia, Lisa R Goldberg, David T Owyong, Peter Shepard, Tsvetan Stoyanov

Diversification Performance and Stress-Betas	Solicitud
Martin L. Leibowitz, Anthony Bova

Long-Only: The Natural Benchmark Choice for 130/30	Solicitud
Robert J. Waid

On the Performance of Extended Alpha (130/30) versus Long-Only	Solicitud
Ramon Tol, Christiaan Wanningen

Portfolio Size Effect in Retirement Accounts: What Does It Imply for Lifecycle Asset Allocation Funds?	Solicitud
Anup K. Basu, Michael E. Drew

Momentum Trading and Performance with Wrong Return Expectations	Solicitud
Evan Gatev, Stephen A. Ross

Fund of Funds, Portable Alpha, and Portfolio Optimization	Solicitud
Peng Chen, George J Jiang, Kevin X Zhu

Social Capital in Financial Markets: Trust, but Verify	Solicitud
Meir Statman

Understanding the VIX	Solicitud
Robert E. Whaley

Beyond the Central Tendency: Quantile Regression as a Tool in Quantitative Investing	Solicitud
Chris Gowlland, Zhijie Xiao, Qi Zeng