REVISTA

JOURNAL OF PORTFOLIO MANAGEMENT

ISSN: 0095-4918 Frecuencia: 4 Formato: Impresa

Tablas de contenido

13 art�culos asociados

Volumen 38 N�mero 3 Parte 0 A�o 2012

Institutional-Grade Risk Management Policy: Is It Possible in Practice?	Solicitud
Jeffrey Halpern and Jim K. Liew Invited
P�g. 1 - 2

What�s Wrong with Today�s Economics? The Current Crisis Calls for an Approach to Economics Rooted More on Data Than on Rationalityno	Solicitud
Sergio M. Focardi and Frank J. Fabozzi
P�g. 104 - 119

Analysts� Earnings Forecast, Recommendation,and Target Price Revisionsno	Solicitud
Ronen Feldman, Joshua Livnat, and Yuan Zhang
P�g. 120 - 132

Naked Short Selling and Market Returnsno access	Solicitud
Thomas J. Boulton and Marcus V. Braga-Alves
P�g. 133 - 142

Quantifying the Variance Risk Premium in VIX Optionsno	Solicitud
Amir Barnea and Reed Hogan
P�g. 143 - 148

Forecasting Yield Curves with Survey Informationno	Solicitud
Jack Clark Francis and Jian Hua
P�g. 149 - 155

The Death of Diversification Has Been Greatly	Solicitud
Antti Ilmanen and Jared Kizer
P�g. 17 - 27

Risk On/Risk Off	Solicitud
Wai Lee
P�g. 28 - 39

The Surprising Implications of the Lehman Default for Derivatives and Structured Finance	Solicitud
Peter Niculescu
P�g. 4 - 5

The Effectiveness of Asset Classes in Hedging Riskno	Solicitud
Luis Garcia-Feijoo, Gerald R. Jensen, and Robert R. Johnson
P�g. 40 - 55

Demystifying Equity Risk�Based Strategies:A Simple Alpha plus Beta Descriptionno	Solicitud
Raul Leote de Carvalho, Xiao Lu, and Pierre Moulin
P�g. 56 - 70

Diversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of Underperformanceno	Solicitud
No�l Amenc, Felix Goltz, Ashish Lodh, and Lionel Martellini
P�g. 72 - 88

Owners versus Asset Managers: Agency Costs and Asymmetries of Information in Alternative Assetsno	Solicitud
Mark Anson Asset
P�g. 89 - 103