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Portfolio turnpikes
Dybvig, Philip H.; Rogers, Leonard C. G.; Back, Kerry E. - In: The review of financial studies 12 (1999) 1, pp. 165-195
Persistent link: https://www.econbiz.de/10001353476
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A modern theory of security analysis : how Ben Graham's wisdom translates in today's stock market
Fogler, H. R. - In: The journal of portfolio management : a publication of … 19 (1993) 3, pp. 6-14
Persistent link: https://www.econbiz.de/10001140857
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Portfolio shares as "beta breakers"
Frankel, Jeffrey A. - In: The journal of portfolio management : a publication of … 11 (1985) 4, pp. 18-23
Persistent link: https://www.econbiz.de/10001114311
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A mean-variance approach to fundamental valuations : they depend on probability distributions of assets' earnings, not on the beauty contest
Tobin, James - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 26-32
Persistent link: https://www.econbiz.de/10001114317
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Factor models, CAPMs, and the ABT : linking them together provides a valuable framework
Sharpe, William F. - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 21-25
Persistent link: https://www.econbiz.de/10001114319
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The "two beta" trap : it lies in differing but specific assumptions about what beliefs investors do and do not hold
Markowitz, Harry - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10001114322
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"Watchman, tell us of the night!" : more accurately, "what time is it?"
MacWilliams, James D. - In: The journal of portfolio management : a publication of … 10 (1986) 3, pp. 75-80
Persistent link: https://www.econbiz.de/10001114338
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A CAPM-based analysis of stock index futures : this is primarily for investors who hope to use futures to make money rather than as hedges to reduce risk
Gressis, Nicolas - In: The journal of portfolio management : a publication of … 10 (1986) 3, pp. 47-52
Persistent link: https://www.econbiz.de/10001114340
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Underestimation of portfolio insurance and the crash of October 1987
Jacklin, Charles J. - In: The review of financial studies 5 (1992) 1, pp. 35-63
Persistent link: https://www.econbiz.de/10001119828
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Intertemporally dependent preferences and the volatility of consumption and wealth
Sundaresan, Suresh M. - In: The review of financial studies 2 (1989) 1, pp. 73-89
Persistent link: https://www.econbiz.de/10001088712