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Volatility, correlation, and diversification in a multi-factor world
Roll, Richard - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 11-18
Persistent link: https://www.econbiz.de/10009708228
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A modern theory of security analysis : how Ben Graham's wisdom translates in today's stock market
Fogler, H. R. - In: The journal of portfolio management : a publication of … 19 (1993) 3, pp. 6-14
Persistent link: https://www.econbiz.de/10001140857
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Bonds versus stocks : another look ; the look is at the market portfolio as well as at its components
Statman, Meir - In: The journal of portfolio management : a publication of … 13 (1987) 2, pp. 33-38
Persistent link: https://www.econbiz.de/10001114284
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Portfolio shares as "beta breakers"
Frankel, Jeffrey A. - In: The journal of portfolio management : a publication of … 11 (1985) 4, pp. 18-23
Persistent link: https://www.econbiz.de/10001114311
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A mean-variance approach to fundamental valuations : they depend on probability distributions of assets' earnings, not on the beauty contest
Tobin, James - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 26-32
Persistent link: https://www.econbiz.de/10001114317
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Factor models, CAPMs, and the ABT : linking them together provides a valuable framework
Sharpe, William F. - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 21-25
Persistent link: https://www.econbiz.de/10001114319
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The "two beta" trap : it lies in differing but specific assumptions about what beliefs investors do and do not hold
Markowitz, Harry - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10001114322
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A CAPM-based analysis of stock index futures : this is primarily for investors who hope to use futures to make money rather than as hedges to reduce risk
Gressis, Nicolas - In: The journal of portfolio management : a publication of … 10 (1986) 3, pp. 47-52
Persistent link: https://www.econbiz.de/10001114340
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Price-earnings ratios and security performance : a consideration of fundamental values and institutional behavior
Jahnke, Gregg - In: The journal of portfolio management : a publication of … 14 (1987) 1, pp. 39-46
Persistent link: https://www.econbiz.de/10001114942
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Arbitrage-free spread : a consistent measure of relative value
Finnerty, John D. - In: The journal of portfolio management : a publication of … 17 (1991) 3, pp. 65-77
Persistent link: https://www.econbiz.de/10001103968