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The opportunity set : market opportunities and the effective breadth of a portfolio
Grinold, Richard; Taylor, Mark P. - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 12-24
Persistent link: https://www.econbiz.de/10003859355
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Portfolio size effect in retirement accounts : what does it imply for lifecycle asset allocation funds?
Basu, Anup K.; Drew, Michael E. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 61-72
Persistent link: https://www.econbiz.de/10003852128
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Fund of funds, portable alpha, and portfolio optimization
Chen, Peng; Jiang, George J.; Zhu, Kevin X. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 79-92
Persistent link: https://www.econbiz.de/10003852142
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Return-risk ratios under taxation
Leibowitz, Martin L.; Bova, Anthony - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 43-51
Persistent link: https://www.econbiz.de/10003870700
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Optimal turnover constraints : scarcity is everywhere
Yin, Hao - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 69-75
Persistent link: https://www.econbiz.de/10003870721
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Look-ahead benchmark bias in portfolio performance evaluation
Daniel, Gilles; Sornette, Didier; Wöhrmann, Peter - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10003909602
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On the persistence of style returns
Beckers, Stan; Thomas, Jolly Ann - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10008737074
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The empirical law of active management : perspectives on the declining skill of US fund managers
Sénéchal, Edouard - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 121-132
Persistent link: https://www.econbiz.de/10008737989
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Style analysis in real estate markets : beyond the sector and region dichotomy
Fuerst, Franz; Marcato, Gianluca - In: The journal of portfolio management : a publication of … 36 (2009/10) 5, pp. 104-117
Persistent link: https://www.econbiz.de/10008654013
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Maybe it really is different this time
Jones, Robert C. - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 60-72
Persistent link: https://www.econbiz.de/10003966512