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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
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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
Saved in:
2
Quis pendit ipsa pretia : facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics
Cauwels, Peter
;
Sornette, Didier
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 56-66
Persistent link: https://www.econbiz.de/10009669832
Saved in:
3
Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the CAPM
Ni, Xiaohui
;
Malevergne, Yannick
;
Sornette, Didier
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
4
,
pp. 76-85
Persistent link: https://www.econbiz.de/10009273886
Saved in:
4
PORTFOLIO MANAGEMENT - Higher-Moment Portfolio Theory
Malevepgne, Yannick
;
Sornette, Didier
- In:
The journal of portfolio management : a publication of …
31
(
2005
)
4
,
pp. 49-55
Persistent link: https://www.econbiz.de/10006545886
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5
PERFORMANCE EVALUATION - LOOK-AHEAD BENCHMARK BIAS IN PORTFOLIO PERFORMANCE EVALUATION
Daniel, Gilles
;
Sornette, Didier
;
Wohrmann, Peter
- In:
The journal of portfolio management : a publication of …
36
(
2009
)
1
,
pp. 121-130
Persistent link: https://www.econbiz.de/10008332079
Saved in:
6
QUIS PENDIT IPSA PRETIA: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics
Cauwels, Peter
;
Sornette, Didier
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 56-67
Persistent link: https://www.econbiz.de/10009832472
Saved in:
7
ROBUST REVERSE ENGINEERING OF CROSS-SECTIONAL RETURNS AND IMPROVED PORTFOLIO ALLOCATION PERFORMANCE USING THE CAPM
Ni, Xiaohui
;
Malevergne, Yannick
;
Sornette, Didier
; …
- In:
The journal of portfolio management : a publication of …
37
(
2011
)
4
,
pp. 76-86
Persistent link: https://www.econbiz.de/10009257198
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