search query: @indexterm Portfolio management / total: 694
references: 160-169 / 694
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160.
Optimal hedging and valuation of nontraded assets
European Finance Review
2000 : VOL. 4:3, p. 231-251
 2000 Teplá, L.
161.
Stochastic interest rates and the bond-stock mix
European Finance Review
2000 : VOL. 4:2, p. 197-210
 2000 Brennan, M.J.
Xia, Y.
162.
Portfolio Diversification, Leverage, and Financial Contagion
IMF Staff Papers
2000 : VOL. 47:2, p. 159-176
 2000 Schinasi, G. J.
Smith, R. T.
163.
Risk-constrained dynamic active portfolio management
Management Science
2000 : SEP, VOL. 46:9, p. 1188-1199
 2000 Browne, S.
164.
Optimal guaranteed return portfolios and the casino effect
Operations Research
2000 : SEP-OCT, VOL. 48:5, p. 768-775
 2000 Dert, C.
Oldenkamp, B.
165.
Resolving uncertainty in R&D portfolios
Research Technology Management
2000 : NOV-DEC, VOL. 43:6, p. 47-55
 2000 Tritle, G. L.
Scriven, E. F. V.
Fusfeld, A. R.
166.
Asset pricing models: implications for expected returns and portfolio selection
Review of Financial Studies
2000 : WINTER, VOL. 13:4, p. 883-916
 2000 MacKinlay, A.C.
Pástor, L.
167.
Chasing hot funds: the effects of relative performance on portfolio choice
Financial Management
2000 : AUTUMN, VOL. 29:3, p. 31-50
 2000 Bagnoli, M.
Watts, S.G.
168.
The significance of the market portfolio
Review of Financial Studies
2000 : SUMMER, VOL. 13:2, p. 301-330
 2000 Athanasoulis, S.
Shiller, R.
169.
Portfolio formation, measurement errors, and beta shifts: a random sampling approach
Journal of Financial Research
2000 : FALL, VOL. 23:3, p. 261-284
 2000 Liang, B.
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