search query: @indexterm equity portfolios / total: 49
references: 5-14 / 49
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5.
A portfolio performance index
Financial Analysts' Journal
2000 : MAY-JUN, VOL. 56:3, p. 52-61
 2000 Stuzer, M.
6.
Theoretical analysis of equity incentive pattern (original in Chinese)
Economics Information (c)
1999 : 6, p.24-26
 1999 Rao, Xihao
7.
The euro and portfolio choices - a Nordic perspective
Swedish Economic Policy Review
1999 : SPRING, VOL. 6:1, p. 41-82
 1999 Liljeblom, E.
Löflund, A.
8.
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades.
Journal of Financial Economics
1997 : DEC, VOL. 46:3 p. 265-292
 1997 Keim, D. B.
Madhavan, A.
9.
Bank equity stakes in borrowing firms and financial distress.
Review of Financial Studies
1996 : FALL, VOL. 9:3, p. 889-919
 1996 Berlin, M.
John, K.
Saunders, A.
10.
Home bias in equity portfolios, inflation hedging, and international capital market equilibrium.
Review of Financial Studies
1994 : SPRING, VOL. 7:1, p. 45-60
 1994 Cooper, I.
Kaplanis, E.
11.
Time-varying risk premia and forecastable returns in furures markets.
Journal of Financial Economics
1992 : OCT, VOL. 32:2, p. 169-193
 1992 Bessembinder, H.
Chan, K.
12.
Informational externalities of seasoned equity issues.
Journal of Financial Economics
1992 : AUG, VOL. 32:1, p. 87-101
 1992 Slovin, M. B.
Sushka, M. E.
Polonchek, J. A.
13.
U.S.-amerikanische Aktien.
Betriebswirtschaft
1992 : VOL. 52:3, p. 301-308
 1992 Kerschbaum, T.
14.
The Hamade and Conine leverage adjustments and the estimation of systematic risk for multisegment firms
Journal of Business Finance and Accounting
1991 : NOV, VOL. 18:6, p.885-901
 1991 Butler, K. C.
Mohr, R. M.
Simonds, R. R.
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