Narrow search
Showing 1 - 5 of 5
Cover Image
Dimensions of popularity
Ibbotson, Roger G.; Idzorek, Thomas M. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 68-74
Persistent link: https://www.econbiz.de/10011433424
Cover Image
Voltility versus tail risk : which one is compensated in equity funds?
Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 112-121
Persistent link: https://www.econbiz.de/10010365059
Cover Image
The economic value of forecasting left-tail risk
Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 114-123
Persistent link: https://www.econbiz.de/10011686072
Cover Image
A case for tail-risk-based sharpe ratios
Xiong, James X.; Idzorek, Thomas M. - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 114-125
Persistent link: https://www.econbiz.de/10011877681
Cover Image
PORTFOLIO STRATEGIES - The Style Drift Score
Idzorek, Thomas M.; Bertsch, Fred - In: The journal of portfolio management : a publication of … 31 (2004) 1, pp. 76-83
Persistent link: https://www.econbiz.de/10006548925