Search Results - person:"Larsen Jr, Glen A."

ALTERNATIVE INVESTMENTS - AN OPTIMIZATION STRATEGY FOR ENHANCING THE PERFORMANCE OF FUND-OF-FUNDS PORTFOLIOS

Larsen Jr, Glen A; Resnick, Bruce G - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 147-147

Persistent link: https://www.econbiz.de/10009832479

EQUITY PORTFOLIO RETURN ENHANCEMENT RELATIVE TO A CUSTOM BENCHMARK

Carow, Kenneth; Heron, Randall; Larsen Jr, Glen A. - In: Institutional investor 6 (2003), pp. 62-75

Persistent link: https://www.econbiz.de/10007103727

EQUITY PORTFOLIO RETURN ENHANCEMENT RELATIVE TO A CUSTOM BENCHMARK

Carow, Kenneth; Heron, Randall; Larsen Jr, Glen A. - In: Institutional investor 7 (2003), pp. 62-75

Persistent link: https://www.econbiz.de/10007103744

PORTFOLIO STRATEGIES - Parameter Estimation Techniques, Optimization Frequency, and Portfolio Return Enhancement

Larsen Jr, Glen A.; Resnick, Bruce G. - In: The journal of portfolio management : a publication of … 27 (2001) 4, pp. 27-34

Persistent link: https://www.econbiz.de/10006563673

The Optimal Construction of Internationally Diversified Equity Portfolios Hedged against Exchange Rate Uncertainty

Larsen Jr, Glen A.; Resnick, Bruce G. - In: European financial management : the journal of the … 6 (2000) 4, pp. 479-514

Persistent link: https://www.econbiz.de/10005954218

A Performance Comparison between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies.

Larsen Jr., Glen A; Resnick, Bruce G - In: Review of Quantitative Finance and Accounting 12 (1999) 2, pp. 103-12

Persistent link: https://www.econbiz.de/10005808794

A Performance Comparison Between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies

Larsen Jr, Glen A.; Resnick, Bruce G. - In: Review of quantitative finance and accounting 12 (1999) 2, pp. 103-112

Persistent link: https://www.econbiz.de/10007187198

PORTFOLIO STRATEGIES AND ASSET ALLOCATION - Empirical Insights on Indexing - The focus of this article is the effect of portfolio composition on the tracking performance of indexed portfolios. Indexed portfolios from high-capitalization indexes are shown to have less tracking error and a lower standard deviation of tracking error than indexed portfolios from low-capitalization indexes. ...

Larsen Jr, Glen A.; Resnick, Bruce G. - In: The journal of portfolio management : a publication of … 25 (1998) 1, pp. 51-60

Persistent link: https://www.econbiz.de/10007349266

The Effect of FDICIA Regulation on Bank Holding Companies

Carow, Kenneth A; Larsen Jr., Glen A - In: Journal of Financial Research 20 (1997) 2, pp. 159-74

We examine market reactions to legislative announcements surrounding the passage of the Federal Deposit Insurance Corporation Improvement Act (FDICIA) of 1991. Research shows that bank regulation adversely affects shareholder wealth on the one hand, yet often provides government subsidies on the...

Persistent link: https://www.econbiz.de/10008518536

The Effect of FDICIA Regulation on Bank Holding Companies

Carow, Kenneth A.; Larsen Jr, Glen A. - In: The journal of financial research : a publ. of the … 20 (1997) 2, pp. 159-174

Persistent link: https://www.econbiz.de/10007371115