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The economic value of forecasting left-tail risk
Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 114-123
Persistent link: https://www.econbiz.de/10011686072
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A case for tail-risk-based sharpe ratios
Xiong, James X.; Idzorek, Thomas M. - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 114-125
Persistent link: https://www.econbiz.de/10011877681
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Dimensions of popularity
Ibbotson, Roger G.; Idzorek, Thomas M. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 68-74
Persistent link: https://www.econbiz.de/10011433424
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Liquidity-driven dynamic asset allocation
Xiong, James X.; Sullivan, Rodney N.; Wang, Peng - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 102-111
Persistent link: https://www.econbiz.de/10009750747
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Impact of size and flows on performance for funds of hedge funds
Xiong, James X.; Idzorek, Thomas; Chen, Peng; Ibbotson, … - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 118-130
Persistent link: https://www.econbiz.de/10003859369
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HEDGE FUNDS AND MUTUAL FUNDS - IMPACT OF SIZE AND FLOWS ON PERFORMANCE FOR FUNDS OF HEDGE FUNDS
Xiong, James; Idzorek, Thomas; Chen, Peng; Ibbotson, Roger - In: The journal of portfolio management : a publication of … 35 (2009) 2, pp. 118-130
Persistent link: https://www.econbiz.de/10008177013
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World wealth : market values and returns
Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 12 (1985) 1, pp. 4-23
Persistent link: https://www.econbiz.de/10001114294
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Contrasting real estate with comparable investments, 1978 to 2008
Francis, Jack Clark; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 141-155
Persistent link: https://www.econbiz.de/10003909613
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PORTFOLIO STRATEGIES - The Style Drift Score
Idzorek, Thomas M.; Bertsch, Fred - In: The journal of portfolio management : a publication of … 31 (2004) 1, pp. 76-83
Persistent link: https://www.econbiz.de/10006548925
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"The Behavior of Equity and Debt Risk Premiums": Comment
Ibbotson, Roger G.; Lummer, Scott L. - In: The journal of portfolio management : a publication of … 20 (1994) 4, pp. 98-100
Persistent link: https://www.econbiz.de/10006597416