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Alpha-beta recombination : can synthetic fixed income compete with traditional long-only managers?
Upbin, Brian; Konstantinovsky, Vadim; Phelps, Bruce - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 80-101
Persistent link: https://www.econbiz.de/10003859367
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Derivatives & risk management
Chance, Don M. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001375785
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Commercial real estate risk management with derivatives
Fabozzi, Frank J.; Stanescu, Silvia; Tunaru, Radu - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
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The concept of credit OAS in valuation of MBS
Levin, Alexander; Davidson, Andrew - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
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Do seasonal anomalies still work?
Dzhabarov, Constantine; Ziemba, William T. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 93-104
Persistent link: https://www.econbiz.de/10003980048
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Hedging real estate risk
Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu S. - In: The journal of portfolio management : a publication of … 36 (2009/10) 5, pp. 92-103
Persistent link: https://www.econbiz.de/10008654014
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The surprising implications of the Lehman default for derivatives and structured finance
Niculescu, Peter - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 4-5
Persistent link: https://www.econbiz.de/10009669751
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Jumps and cojumps in subprime home equity derivatives
Mizrach, Bruce Marshall - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 136-146
Persistent link: https://www.econbiz.de/10009669788
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Option volume and stock market : while put-call ratios seem to forecast market direction, transaction costs make it difficult to exploit the forecasts
Chance, Don M. - In: The journal of portfolio management : a publication of … 16 (1990) 4, pp. 42-51
Persistent link: https://www.econbiz.de/10001112342
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Portfolio investing with EVA
Zaima, Janis K. - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 34-40
Persistent link: https://www.econbiz.de/10003727641