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Minimum-variance portfolios based on covariance matrices using implied volatilities : evidence from the German market
Mostowfi, Mehdi; Stier, Carolin - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 84-92
Persistent link: https://www.econbiz.de/10009750756
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Portfolio concentration and the geometry of co-movement
Phoa, Wesley - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 142-151
Persistent link: https://www.econbiz.de/10009785969
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Hedging equity market risk in hedge fund investing : a new approach
Hartmann, Daniel; Kaiser, Dieter G. - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 138-151
Persistent link: https://www.econbiz.de/10009273867
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The evolution of equity mandates in institutional portfolios
Anson, Mark J. P. - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 127-137
Persistent link: https://www.econbiz.de/10009273871
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Risk neglect in equity markets
Baker, Malcolm - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 12-25
Persistent link: https://www.econbiz.de/10011685803
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Analyzing and estimating real stock returns
Jones, Charles P. - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 12-21
Persistent link: https://www.econbiz.de/10003727634
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Why have estimate revision measures not worked in recent years?
Xu, Peter - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 23-33
Persistent link: https://www.econbiz.de/10003727637
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Clairvoyant value and the value effect
Arnott, Robert D.; Li, Feifei; Sherrerd, Katrina F. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 12-26
Persistent link: https://www.econbiz.de/10003852124
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Accentuated intraday stock price volatility : what is the cause?
Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55
Persistent link: https://www.econbiz.de/10003980024
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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