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There are 14264 results for: content related to: Measuring Fund Strategy and Performance in Changing Economic Conditions

  1. Who Should Buy Portfolio Insurance?

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 581–594, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02190.x

  2. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  3. The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1605–1634, DONGCHEOL KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05190.x

  4. The Predictive Content of Earnings Forecasts and Dividends

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1181–1199, STEPHEN H. PENMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02290.x

  5. The Rule 415 Experiment: Equity Markets

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1385–1401, SANJAI BHAGAT, M. WAYNE MARR and G. RODNEY THOMPSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02390.x

  6. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  7. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  8. Corporate Reorganizations and Non-Cash Auctions

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1807–1849, Matthew Rhodes-Kropf and S. Viswanathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00269

  9. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  10. ESTIMATING TERM STRUCTURE EQUATIONS WITH INDIVIDUAL BOND DATA

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 75–92, Steven W. Dobson

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03390.x

  11. Informational Efficiency and Information Subsets

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 39–52, MARK LATHAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04490.x

  12. Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 579–611, MARCO PAGANO and AILSA RÖELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02695.x

  13. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  14. Oil and the Stock Markets

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 463–491, CHARLES M. JONES and GAUTAM KAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02691.x

  15. Some Results in the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1021–1039, JONATHAN E. INGERSOLL JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03890.x

  16. Total Embedding Distributions of Circular Ladders

    Journal of Graph Theory

    Volume 74, Issue 1, September 2013, Pages: 32–57, Yichao Chen, Jonathan L. Gross and Toufik Mansour

    Version of Record online : 9 AUG 2012, DOI: 10.1002/jgt.21690

  17. Minimizing the false alarm rate in systems with transient abnormality

    Naval Research Logistics (NRL)

    Volume 63, Issue 4, June 2016, Pages: 320–334, Jue Wang

    Version of Record online : 17 JUN 2016, DOI: 10.1002/nav.21690

  18. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  19. Non-Fundamental Speculation

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 553–578, VICENTE MADRIGAL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02694.x

  20. Spanning structures and universality in sparse hypergraphs

    Random Structures & Algorithms

    Volume 49, Issue 4, December 2016, Pages: 819–844, Olaf Parczyk and Yury Person

    Version of Record online : 11 OCT 2016, DOI: 10.1002/rsa.20690