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Clairvoyant value and the value effect
Arnott, Robert D.; Li, Feifei; Sherrerd, Katrina F. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 12-26
Persistent link: https://www.econbiz.de/10003852124
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Beyond the central tendency : quantile regression as a tool in quantitative investing
Gowlland, Chris; Xiao, Zhijie; Zeng, Qi - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 106-119
Persistent link: https://www.econbiz.de/10003852144
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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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Portfolio risk consequences of fixed-income exposures
Warren, Geoff - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 52-59
Persistent link: https://www.econbiz.de/10003870702
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Beyond Black-Litterman : letting the data speak
Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
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Accentuated intraday stock price volatility : what is the cause?
Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55
Persistent link: https://www.econbiz.de/10003980024
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A valuation study of stock market seasonality and the size effect
Chen, Zhiwu; Jindra, Jan - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 78-92
Persistent link: https://www.econbiz.de/10003980039
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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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Educational endowments in crises
Goetzmann, William N.; Grisworld, John; Tseng, … - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 112-123
Persistent link: https://www.econbiz.de/10008652142
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Portfolios weighted by repurchase and total payout
Clark, Jack; Hessel, Christopher; Jun, Wang; Zhang, Ge - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 77-83
Persistent link: https://www.econbiz.de/10008652154