search query: @indexterm Portfolio management / total: 694
references: 188-197 / 694
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188.
Trying to explain home bias in equities and consumption.
Journal of Economic Literature
1999 : JUN, VOL. 37:2, p. 571-608
 1999 Lewis, K. K.
189.
Using asset allocation to protect spending
Financial Analysts' Journal
1999 : JAN/FEB, VOL. 55:1, p. 49-62
 1999 Dybvig, P. H.
190.
Econometrics of efficient fitted portfolios
Journal of Empirical Finance
1999 : JAN, VOL. 6:1, p. 87-118
 1999 Gouriéroux, C.
Jouneau, F.
191.
Managing business portfolios in German companies
Long Range Planning
1998 : DEC, VOL. 31:6, p. 879-885
 1998 Velten, T., van der
Ansoff, I.
192.
Are industry stock returns predictable ?
Financial Analysts' Journal
1998 : SEP/OCT, VOL. 54:5, p. 42-57
 1998 Beller, K. R.
Kling, J. L.
Levinson, M. L.
193.
Naive diversification
Financial Analysts' Journal
1998 : JUL/AUG, VOL. 54:4, p. 95-100
 1998 De Wit, D. P. M.
194.
The cost of institutional equity trades
Financial Analysts' Journal
1998 : JUL/AUG, VOL. 54:4, p. 50-69
 1998 Keim, D. B.
Madhavan, A.
195.
The mean-variance framework and long horizons
Financial Analysts' Journal
1998 : JUL/AUG, VOL. 54:4, p. 44-49
 1998 Albrecht, T.
196.
The information ratio
Financial Analysts' Journal
1998 : JUL/AUG, VOL. 54:4, p. 34-43
 1998 Goodwin, T. H.
197.
Morningstar's risk-adjusted ratings
Financial Analysts' Journal
1998 : JUL/AUG, VOL. 54:4, p. 21-33
 1998 Sharpe, W. F.
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