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The Challenge of Disparities in ESG Ratings
In: The Journal of Impact and ESG Investing, Band 2, Heft 3
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Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns
In: The Journal of Portfolio Management, Band 47, Heft 6
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Working paper
Investing in a Multidimensional Market
In: Forthcoming, Financial Analysts Journal, Vol. 70, No. 6, November/December 2014
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Leverage Aversion and Portfolio Optimality
In: Financial Analysts Journal, Band 68, Heft 5
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Enhanced Active Equity Portfolios Are Trim Equitized Long-Short Portfolios
In: The Journal of Portfolio Management, Band 33, Heft 4, S. 19-25
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20 Myths about Enhanced Active 120-20 Strategies
In: Financial Analysts Journal, Band 63, Heft 4, S. 19-26
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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
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Alpha Transport with Derivatives
In: The Journal of Portfolio Management, 25th Anniversary Issue, Vol. 25, No. 5, pp. 55-60, May 1999
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The Long and Short on Long-Short
In: The Journal of Investing, Band 6, Heft 1, S. 73-86
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20 Myths about Long-Short
In: Financial Analysts Journal, Band 52, Heft 5, S. 81-85
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Engineering Portfolios: A Unified Approach
In: The Journal of Investing, Band 4, Heft 4, S. 8-14
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Long/Short Equity Investing
In: The Journal of Portfolio Management, Band 20, Heft 1, S. 52-63
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The Complexity of the Stock Market
In: The Journal of Portfolio Management, Band 16, Heft 1, S. 19-27
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Forecasting the Size Effect
In: Financial Analysts Journal, Band 45, Heft 3, S. 38-54
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