JOURNAL OF PORTFOLIO MANAGEMENT  
ISSN: 0095-4918    Frecuencia: 4   Formato: Impresa


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10 artículos asociados 
Volumen 38 Número 4 Parte 0 Año 2012

Toward Determining Systemic Importance
Will Kinlaw, Mark Kritzman, and David Turkington
Pág. 100 - 111  

An Empirical Analysis of Exchange-Traded Funds
Gerald W. Buetow and Brian J. Henderson
Pág. 112 - 127  

Great Investors: Their Methods, Results, and Evaluation
Olivier Gergaud and William T. Ziemba
Pág. 128 - 147  

Diversification Return and Leveraged Portfolios
Edward Qian
Pág. 14 - 25  

Risk-Based Dynamic Asset Allocation with Extreme Tails and Correlations
Peng Wang, Rodney N. Sullivan, and Yizhi Ge
Pág. 26 - 42  

Inflation-Hedging Portfolios: Economic Regimes Matter
Marie Brière and Ombretta Signori
Pág. 43 - 58  

Rebalancing and the Value Effect
Denis B. Chaves and Robert D. Arnott
Pág. 59 - 74  

Value Premium Across Countries
Daehwan Kim
Pág. 75 - 86  

Dynamic Exposure Targeting
Leigh Sneddon and Vyacheslav Yukhymuk
Pág. 87 - 95  

Demographics, GDP, and Future Stock Returns: The Implications of Some Basic Principles
Bradford Cornell
Pág. 96 - 99