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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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Using truncated Lévy flight to estimate downside risk
Xiong, James X. - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10009883672
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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
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Do Winners Repeat?
Goetzmann, William N.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 20 (1994) 2, pp. 9-18
Persistent link: https://www.econbiz.de/10006597450
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DO WINNING MUTUAL FUNDS REPEAT?
Ibbotson, Roger G. - In: TMA journal / TMA, Treasury Management Association : … 16 (1996) 6, pp. 50-57
Persistent link: https://www.econbiz.de/10006931756
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PORTFOLIO MANAGEMENT - Long-Run Stock Returns: Participating in the Real Economy - The estimate of the long-term equity risk premium is in line with both historical corporate earnings and overall economic productivity.
Ibbotson, Roger G.; Chen, Peng - In: Financial analysts' journal : FAJ 59 (2003) 1, pp. 88-98
Persistent link: https://www.econbiz.de/10006258011
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PRIVATE WEALTH MANAGEMENT - Human Capital, Asset Allocation, and Life Insurance
Chen, Peng; Ibbotson, Roger G.; Milevsky, Moshe A.; … - In: Financial analysts' journal : FAJ 62 (2006) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10006228553
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PORTFOLIO MANAGEMENT - Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? - The answer depends on how you ask the question and what you are trying to explain
Ibbotson, Roger G.; Kaplan, Paul D. - In: Financial analysts' journal : FAJ 56 (2000) 1, pp. 26-33
Persistent link: https://www.econbiz.de/10006290569
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Struggle and survival on Wall Street: The economics of competition among securities firms
Matthews, John O.; Ibbotson, Roger G. - In: Journal of economic literature 33 (1995) 3, pp. 1354-1355
Persistent link: https://www.econbiz.de/10006859571