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Return dynamics of distressed bonds
Sterling, Karen; Fridson, Martin; Kong, Vince C. C. - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 102-109
Persistent link: https://www.econbiz.de/10009520408
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How unlucky is 25-Sigma?
Dowd, Kevin; Cotter, John; Humphrey, Chris; Woods, Margaret - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 76-80
Persistent link: https://www.econbiz.de/10003769562
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Credit spread decomposition : decomposing Bond-Level credit OAS into default and liquidity components
Dastidar, Siddhartha G.; Phelps, Bruce D. - In: The journal of portfolio management : a publication of … 37 (2010/11) 3, pp. 70-84
Persistent link: https://www.econbiz.de/10009129548
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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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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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On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
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A scenarios approach to asset allocation
Gosling, Susan - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10008738004