search query: @indexterm Portfolio management / total: 694
references: 168-177 / 694
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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.
170.
Interest rate risk of European financial corporations
European Financial Management
2000 : DEC, VOL. 6:4, p. 459-478
 2000 Oertmann, Peter
Rendu, Christel
Zimmermann, Heinz
171.
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.
172.
Bayesian approach to yield curve modelling with application to the simulation of EMU environments: generating scenarios by modelling yield curve movements
The European JOurnal of Finance
2000 : JUN, VOL. 6:2, p. 176-195
 2000 Howe, M.
173.
Assessing the health of an information systems applications portfolio: an example from process manufacturing
MIS Quarterly
2000 : DEC, VOL. 23:4, p. 601-624
 2000 Weill, P.
Vitale, M.
174.
New problems, new solutions: making portfolio management more effective
Research Technology Management
2000 : MAR-APR, VOL. 43:2, p. 18-33
 2000 Cooper, R.
175.
Controlling risk in global multimanager portfolios
Financial Analysts' Journal
2000 : JAN/FEB, VOL. 56:1, p. 44-53
 2000 Lin, W.
176.
An interpretation of SDF based performance measures
European Finance Review
1999 : VOL. 3:2, p. 233-237
 1999 Söderlund, P.
177.
Portfolio management in an upstream oil and gas organization
Interfaces
1999 : NOV-DEC, VOL. 29:6, p. 84-104
 1999 Skaf, M. A.
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