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Search: "International Journal of Portfolio Analysis and Management"
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International Journal of Portfolio Analysis and Management
19
International journal of portfolio analysis and management : IJPAM
12
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ECONIS (ZBW)
31
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1
Why are "true" active managers essential for markets?
Galakis, John
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10012595945
Saved in:
2
An efficient equity investing model using smart beta based on market phase information
Yamamoto, Rei
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 224-237
Persistent link: https://www.econbiz.de/10012595946
Saved in:
3
New smart beta index using the Rachev ratio under a non-normal return distribution
Yamamoto, Rei
;
Kawadai, Naoya
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 238-248
Persistent link: https://www.econbiz.de/10012595952
Saved in:
4
Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation
Nascimento, Igor Ferreira do
;
Albuquerque, Pedro H.
; …
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 249-267
Persistent link: https://www.econbiz.de/10012595961
Saved in:
5
Asset allocation and downside risk
Barber, Joel R.
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 268-284
Persistent link: https://www.econbiz.de/10012595970
Saved in:
6
Downside risk control and optimal investment turnover around financial crises
Tian, Ruilin
;
Huseynov, Fariz
;
Zhang, Wei
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10012253637
Saved in:
7
A new approach in non-parametric estimation of returns in mean-downside risk portfolio frontier
Ben Salah, Hanene
;
Gannoun, Ali
;
Ribatet, Mathieu
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 169-197
Persistent link: https://www.econbiz.de/10012253633
Saved in:
8
Efficiency of capital markets : a new perspective on the value premium and day-of-the-week effect
Procasky, William J.
;
Raja, Zubair Ali
;
Oyotode, Renée
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 114-140
Persistent link: https://www.econbiz.de/10012253640
Saved in:
9
Differentiating asset classes
Madan, Dilip B.
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 99-113
Persistent link: https://www.econbiz.de/10012253642
Saved in:
10
Predicting output growth at long horizons : stock return volatility and the monetary policy influence
Bouras, Christos
;
Christou, Christina
;
Hassapis, Christis
- In:
International journal of portfolio analysis and …
2
(
2015
)
1
,
pp. 57-98
Persistent link: https://www.econbiz.de/10012253627
Saved in:
11
Demystifying the "home bias" effect : the benefits of international diversification
Galakis, John
;
Skourias, Nicolas
;
Firdauzi, Vivi
- In:
International journal of portfolio analysis and …
2
(
2015
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10012253629
Saved in:
12
Applicability of the wavelet-approach for corporate hedging
Pelster, Matthias
;
Springer, Tobias
- In:
International journal of portfolio analysis and …
2
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012253630
Saved in:
13
Investors' expectations, management fees and the underperformance of mutual funds
Huesler, Andreas D.
;
Malevergne, Yannick
;
Sornette, Didier
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 345-379
Persistent link: https://www.econbiz.de/10010472812
Saved in:
14
Does herd behaviour exist in the commodities market?
Philippas, Nikolaos
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 330-344
Persistent link: https://www.econbiz.de/10010472813
Saved in:
15
Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H.
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
Saved in:
16
Return or position-based value at risk?
Huillard d'Aignaux, Jérôme
;
Baranne, Benjamin
;
Fuchs, …
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 301-313
Persistent link: https://www.econbiz.de/10010472817
Saved in:
17
Fund of hedge fund portfolio construction process in the new era of risk
Allen, Alex
;
Huillard, Jérôme
;
Siokos, Stavros
- In:
International Journal of Portfolio Analysis and Management
1
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190493
Saved in:
18
Gridlock versus harmony : the effect of presidential cycle
Sy, Oumar
;
Al Zaman, Ashraf
- In:
International Journal of Portfolio Analysis and Management
1
(
2013
)
3
,
pp. 288-298
Persistent link: https://www.econbiz.de/10010190456
Saved in:
19
Industry versus country effects in stock returns : the significance of value-weighted versus equal-weighted estimation
Chen, Jianguo
;
Young, Martin R.
;
Bennett, Andrea
- In:
International Journal of Portfolio Analysis and Management
1
(
2013
)
3
,
pp. 278-287
Persistent link: https://www.econbiz.de/10010190460
Saved in:
20
Pricing stock options with stochastic interest rate
Abudy, Menachem
;
Izhakian, Yehuda
- In:
International Journal of Portfolio Analysis and Management
1
(
2013
)
3
,
pp. 250-277
Persistent link: https://www.econbiz.de/10010190463
Saved in:
21
Libor model with expiry-wise stochastic volatility and displacement
Ladkau, Marcel
;
Schoenmakers, John
;
Zhang, Jianing
- In:
International Journal of Portfolio Analysis and Management
1
(
2013
)
3
,
pp. 224-249
Persistent link: https://www.econbiz.de/10010190489
Saved in:
22
Risk seeking and measures of portfolio performance
Adcock, C. J.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
2
,
pp. 161-178
Persistent link: https://www.econbiz.de/10009765941
Saved in:
23
Implied liquidity: towards stochastic liquidity modelling and liquidity trading
Corcuera, José Manuel
;
Guillaume, Florence
;
Madan, Dilip B.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 80-91
Persistent link: https://www.econbiz.de/10009706521
Saved in:
24
Detection of crashes and rebounds in major equity markets
Yan, Wanfeng
;
Rebib, Reda
;
Woodard, Ryan
;
Sornette, Didier
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009706523
Saved in:
25
Asset allocation: can technical analysis add value?
Zhou, Guofu
;
Zhu, Yingzi
;
Qiang, Sheng
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 43-58
Persistent link: https://www.econbiz.de/10009706524
Saved in:
26
The two-block covariance matrix and the CAPM
Disatnik, David
;
Benninga, Simon
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 32-42
Persistent link: https://www.econbiz.de/10009706526
Saved in:
27
Pricing of employee stock options : marketability does matter
Finnerty, John D.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10009765938
Saved in:
28
Principles for drafting an investment policy with illustrations
Gyorgy, Robert
;
Malliaris, Anastasios G.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
2
,
pp. 144-160
Persistent link: https://www.econbiz.de/10009765945
Saved in:
29
The factor structure of mutual fund flows
Ferson, Wayne E.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
2
,
pp. 112-143
Persistent link: https://www.econbiz.de/10009765947
Saved in:
30
Which risk-measure best represents return distributions with large deviations?
Markowitz, Harry
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10009765953
Saved in:
31
How good are the investment options provided by defined contribution plan sponsors?
Brown, Keith C.
;
Van Harlow, W.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 3-31
Persistent link: https://www.econbiz.de/10009706527
Saved in:
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