Suchergebnisse

Tumbling Tower of Babel: Subprime Securitization and the Credit Crisis

In: Financial Analysts Journal, Band 65, Heft 2

Momentum Trading: The New Alchemy

In: The Journal of Investing, Band 9, Heft 4, S. 6-8

Building on Finance Theory to Forge the Future of Investment Practice

Portfolio Insurance, Portfolio Theory, Market Simulation, and Risks of Portfolio Leverage

The Challenge of Disparities in ESG Ratings

In: The Journal of Impact and ESG Investing, Band 2, Heft 3

Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns

In: The Journal of Portfolio Management, Band 47, Heft 6

Investing in a Multidimensional Market

In: Forthcoming, Financial Analysts Journal, Vol. 70, No. 6, November/December 2014

Leverage Aversion and Portfolio Optimality

In: Financial Analysts Journal, Band 68, Heft 5

Enhanced Active Equity Portfolios Are Trim Equitized Long-Short Portfolios

In: The Journal of Portfolio Management, Band 33, Heft 4, S. 19-25

20 Myths about Enhanced Active 120-20 Strategies

In: Financial Analysts Journal, Band 63, Heft 4, S. 19-26

Enhanced Active Equity Strategies: Relaxing the Long-Only Constraint in the Pursuit of Active Return

In: The Journal of Portfolio Management, Band 32, Heft 3, S. 45-55

Alpha Transport with Derivatives

In: The Journal of Portfolio Management, 25th Anniversary Issue, Vol. 25, No. 5, pp. 55-60, May 1999

The Long and Short on Long-Short

In: The Journal of Investing, Band 6, Heft 1, S. 73-86

20 Myths about Long-Short

In: Financial Analysts Journal, Band 52, Heft 5, S. 81-85

Engineering Portfolios: A Unified Approach

In: The Journal of Investing, Band 4, Heft 4, S. 8-14