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Portfolio Omega and Optimization
Price: $25.00
Portfolio Omega and Optimization
Authors: Mark Hooker, Ph.D., State Street Global Advisors and George Xiang, Ph.D., State Street Global Advisors
The Journal Interview - Jim Trotter
Price: $25.00
The Journal Interview - Jim Trotter
Interview by David Spaulding
Determining the Optimal Mutual Fund Style Classification Methodology
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Determining the Optimal Mutual Fund Style Classification Methodology
Authors: David M. Blanchett, CFA & Craig L. Israelsen, Ph.D.
Risk and Skill-Adjusted Investment Compensation
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Risk and Skill-Adjusted Investment Compensation
Author: Arun Muralidhar, Ph.D.
Using Performance Statistics: Have Measurers Lost the Plot?
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Using Performance Statistics: Have Measurers Lost the Plot?
Authors: Robert Darling and Alastair MacDougall, The WM Company
Models of Risk and Financial Crises
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Models of Risk and Financial Crises
Author: Paul D. Kaplan, Ph.D., Morningstar, Inc.
Decomposing the Money-Weighted Rate of Return - An Update
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Decomposing the Money-Weighted Rate of Return - An Update
Author: Stefan J. Illmer, Ph.D.
The Journal Interview: David A. Stone
Price: $25.00
The Journal Interview:  David A. Stone
Interview by David D. Spaulding
Strategic Asset Allocation and Risk Attribution
Price: $25.00
Strategic Asset Allocation and Risk Attribution
Author: Philippe Gregoire, Ph.D., Orifval and Philippe Vandooren, GPMS
Multi-Currency Performance Attribution
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Multi-Currency Performance Attribution
Authors: Jose Menchero, Ph.D., MSCI and Ben Davis, Ph.D., MSCI
The (more than) 100 Ways to Measure Portfolio Performance Part 2: Special Measures and Comparison
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The (more than) 100 Ways to Measure Portfolio Performance Part 2: Special Measures and Comparison
Authors: Philippe Cogneau, HEC - Managment School of the University of Liege and Georges Hubner, Ph.D., HEC - Management School of the University of Liege
Bespoke Attribution: Illustrating the Manager's Process
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Bespoke Attribution: Illustrating the Manager's Process
Author: Mark R. David, CFA, Essex River Analytics
On the Consistency of Performance Measures for Hedge Funds
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On the Consistency of Performance Measures for Hedge Funds
Author: Huyen Nguyen-Thi Thanh, Ph.D., University of Maine (France)
The Journal Interview - Jed Schneider, CIPM, Morgan Stanley Smith Barney
Price: $25.00
The Journal Interview - Jed Schneider, CIPM, Morgan Stanley Smith Barney
Interviewed by: David D. Spaulding, CIPM, The Spaulding Group, Inc.
Share Class Hedgeing: Performance Attribution
Price: $25.00
Share Class Hedgeing: Performance Attribution
Authors: Jordan Alexiev, CFA, Jay Moore, CFA, and David Turkington, CFA
Equity Style Analysis: Beyond Performance Measurement
Price: $25.00
Equity Style Analysis: Beyond Performance Measurement
George Degroot, CFA, BNY Mellon and Paul Greenwood, CFA, Northern Lights Ventures, LLC
Performance Outsourcing 2010 - Broadening the Debate
Price: $25.00
Performance Outsourcing 2010 - Broadening the Debate
Authors: Mark Goodey, AVIVA Investors and Jim Trotter, Northern Trust
A New Measure of Tactical Allocation Skills in Performance Attribution Analysis
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A New Measure of Tactical Allocation Skills in Performance Attribution Analysis
Author: Wenling Lin, Ph.D., Northfield Information Services
The Journal Interview - Dan diBartolomeo
Price: $25.00
The Journal Interview - Dan diBartolomeo
Interview by: David D. Spaulding, CIPM
The Capital Asset Pricing Model: Theory and Evidence
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The Capital Asset Pricing Model: Theory and Evidence
Authors: Eugene F. Fama, Ph.D., University of Chicago & Kenneth R. French Ph.D., Dartmouth College
Sharpe Ratio for Skew-normal Distributions: A Skewness-dependent Performance Trade-off
Price: $25.00
Sharpe Ratio for Skew-normal Distributions:  A Skewness-dependent Performance Trade-off
Authors: Martin Eling, Ph.D., University of Ulm & Luisa Tibiletti, Ph.D., University of Torino
Properties of the IRR Equation with Regard to Ambiguity of Calculating the Rate of Return and a Maximum Number of Solutions
Price: $25.00
Properties of the IRR Equation with Regard to Ambiguity of Calculating the Rate of Return and a Maximum Number of Solutions
Author: Yuri Shestopaloff Ph.D., SegmentSoft and Wolfgang Marty, Ph.D., Credit Suisse
A Sector Based Approach to Fixed Income Performance Attribution
Price: $25.00
A Sector Based Approach to Fixed Income Performance Attribution
Author: Stephen Campisi, CFA, Intuitive Performance Solutions
The Journal Interview - Dean LeBaron, CFA Batterymarch Financial Management
Price: $25.00
The Journal Interview - Dean LeBaron, CFA Batterymarch Financial Management
Interview by: David Spaulding, CIPM The Spaulding Group
The Performance Measure You Choose Influences the Evalution of Hedge Funds
Price: $25.00
The Performance Measure You Choose Influences the Evalution of Hedge Funds
Author: Valeri Zakamouline, Ph.D., University of Agder
Golf and the Art of Portfolio Performance Measurement
Price: $25.00
Golf and the Art of Portfolio Performance Measurement
Author: Larry Campbell, AIF, Morgan Keegan & Company
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