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Benchmarking measures of investment perfomance with perfect-foresight and bankrupt asset allocation strategies
Grauer, Robert R. - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 43-57
Persistent link: https://www.econbiz.de/10003769555
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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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Constraint attribution
Stubbs, Robert A.; Vandenbussche, Dieter - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 48-59
Persistent link: https://www.econbiz.de/10008652171
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Active portfolio management and positive alphas : fact or fantasy?
Jarrow, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 17-22
Persistent link: https://www.econbiz.de/10008652184
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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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Thinking about indices and "passive" versus active management
Fuller, Russell J.; Han, Bing; Tung, Yining - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 35-47
Persistent link: https://www.econbiz.de/10008652180
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Choose your betas : benchmarking alternative equity index strategies
Amenc, Noël; Goltz, Felix; Lodh, Ashish - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10009670638
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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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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