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~isPartOf:"Financial analysts' journal : FAJ"
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Financial analysts' journal : FAJ
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Likely gains from market timing
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
31
(
1975
)
2
,
pp. 60-69
Persistent link: https://www.econbiz.de/10002795682
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2
Risk, market sensitivity and diversification
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
28
(
1972
)
1
,
pp. 74-79
Persistent link: https://www.econbiz.de/10002795770
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3
Adaptive asset allocation policies
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
66
(
2010
)
3
,
pp. 45-59
Persistent link: https://www.econbiz.de/10003983969
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4
The arithmetic of investment expenses
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
69
(
2013
)
2
,
pp. 34-41
Persistent link: https://www.econbiz.de/10009747352
Saved in:
5
RISK MEASUREMENT AND MANAGEMENT - Budgeting and Monitoring Pension Fund Risk - The risk-budgeting and -monitoring methods used by banks can be used by pension funds -- But only with crucial changes.
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
58
(
2002
)
5
,
pp. 74-86
Persistent link: https://www.econbiz.de/10006262181
Saved in:
6
International Value and Growth Stock Returns
Capaul, Carlo
;
Rowley, Ian
;
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
49
(
1993
)
1
,
pp. 27-36
Persistent link: https://www.econbiz.de/10006353922
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7
Morningstar's Risk-Adjusted Ratings
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
54
(
1998
)
4
,
pp. 21-33
Persistent link: https://www.econbiz.de/10006304728
Saved in:
8
Dynamic Strategies for Asset Allocation
Perold, André F.
;
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
51
(
1995
)
1
,
pp. 149-160
Persistent link: https://www.econbiz.de/10006332941
Saved in:
9
Risk, Market Sensitivity, and Diversification
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
51
(
1995
)
1
,
pp. 84-88
Persistent link: https://www.econbiz.de/10006332949
Saved in:
10
PORTFOLIO MANAGEMENT - Expected Utility Asset Allocation - Most asset allocation analyses use the mean-variance approach for analyzing the trade-off between risk and expected return. Analysts use quadratic programming to find optimal asset mixes and the characteristics of the capital asset pricing model to determine reasonable optimization inputs. This article presents an alternative approach in ...
Sharpe, William F.
- In:
Financial analysts' journal : FAJ
63
(
2007
)
5
,
pp. 18-31
Persistent link: https://www.econbiz.de/10007863897
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