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The problems and challenges of high-yield bond benchmarking
Levine, Robert; Drucker, Eve; Rosenthal, Steven - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 93-98
Persistent link: https://www.econbiz.de/10008652148
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Efficient replication of factor retturns : theory and applications
Melas, Dimitris; Suryanarayanan, Raghu; Cavaglia, Stefano - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
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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
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Risk contribution is exposure times volatility times correlation : decomposing risk using the x-sigma-rho formula
Menchero, Jose; Davis, Benjamin - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 97-106
Persistent link: https://www.econbiz.de/10009273909
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Who put the mania in tulipmania? : a Brady report on the most famous bubble of them all
Garber, Peter M. - In: The journal of portfolio management : a publication of … 16 (1989) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10001112367
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Investor interest and the returns to commodity investing
Bhardwaj, Geetesh; Gorton, Gary; Rouwenhorst, K. Geert - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 44-55
Persistent link: https://www.econbiz.de/10011685816
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Understanding the VIX
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 98-105
Persistent link: https://www.econbiz.de/10003852143
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REIT-based property return indices : a new way to track and trade commercial real estate
Horrigan, Holly; Case, Bradford; Geltner, David; … - In: The journal of portfolio management : a publication of … 36 (2009/10) 5, pp. 80-91
Persistent link: https://www.econbiz.de/10008654016
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Rip van Winkle indexing
Arnott, Robert D.; Beck, Noah; Kalesnik, Vitali - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 50-67
Persistent link: https://www.econbiz.de/10011431830
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Benefits of international diversification : the case of Pacific Basin stock markets ; the benefits are substantial
Bailey, Warren - In: The journal of portfolio management : a publication of … 16 (1990) 4, pp. 57-61
Persistent link: https://www.econbiz.de/10001112337