Journal of portfolio management

• 

  Año 2004, Vol. 30, Número 4

  • The Great Alpha Tree

    pág. 1

    

  • Liability-Relative Investing

    págs. 8-19

    

  • Optimal Active Risk Budgeting Model

    págs. 22-35

    

  • Index Fundamentalism Revisited

    págs. 37-50

    

  • Active versus Passive Strategies for EAFE and the S&P 500

    págs. 51-60

    

  • The EVA Style of Investing

    págs. 61-72

    

  • Optimal Credit Allocation for Buy-and-Hold Investors

    págs. 73-91

    

  • Stock Ownership Decisions in Defined-Contribution Pension Plans

    págs. 92-100

    

  • Don't Worry About the Election

    págs. 101-109

    

  • Honey, I Shrunk the Sample Covariance Matrix

    págs. 110-119