search query: @indexterm Portfolio management / total: 694
references: 107-116 / 694
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107.
The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading
Journal of Banking and Finance
2002 : AUG, VOL. 26:8, p. 1615-1644
 2002 Kellerhals, B. P.
Schobel, R.
108.
Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1355-1382
 2002 Consigli, G.
109.
Saddlepoint approximation of CreditRisk+
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1335-1353
 2002 Gordy, M. B.
110.
VaR and expected shortfall in portfolios of dependent credit risks: conceptual and practical insights
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1317-1334
 2002 Frey, R.
McNeil, A. J.
111.
Taking stock of stockbrokers: Exploring momentum versus contrarian investor strategies and profiles
Journal of Consumer Research
2002 : SEP, VOL. 29:2, p. 188-198
 2002 Morrin, M. (et al.)
112.
Home bias and high turnover reconsidered
Journal of International Money and Finance
2002 : NOV, VOL. 21:6, p. 795-805
 2002 Warnock, F. E.
113.
Econometric models of limit-order executions
Journal of Financial Economics
2002 : JUL, VOL. 65:1, p. 31-71
 2002 Lo, A. W.
MacKinlay, A. C.
Zhang, J.
114.
Portfolio and Consumption Decisions under Mean- Reverting Returns: An Exact Solution for Complete Markets
Journal of Financial and Quantitative Analysis
2002 : MAR, VOL. 37:1, p. 63-92
 2002 Wachter, J. A.
115.
Battle for Alphas: Hedge Funds versus Long-Only Portfolios
Financial Analysts' Journal
2002 : MAR-APR, VOL. 58:2, p. 16-37
 2002 Duen-Li, K. .
116.
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
European Financial Management
2002 : MAR, VOL. 8:1, p. 31-58
 2002 Barone-Adesi, G.
Giannopoulos, K.
Vosper, L.
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