search query: @indexterm Portfolio management / total: 694
references: 66-75 / 694
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66.
Risk taking and optimal contracts for money managers
RAND Journal of Economics
2003 : SPRING, VOL. 34:1, p. 113-137
 2003 Palomino, F.
Prat, A.
67.
Portfolio interrelationships and financial performance in the context of European firms
European Management Journal
2003 : APR, VOL. 21:2, p. 146-163
 2003 Szeless, G.
Wiersema, M.
Müller-Stewens, G.
68.
Empirical tests for stochastic dominance efficiency
Journal of Finance
2003 : OCT, VOL. 58:5, p. 1905-1931
 2003 Post, T.
69.
The economic value of volatility timing using "realized" volatility
Journal of Financial Economics
2003 : MAR, VOL. 67:3, p. 473-509
 2003 Fleming, J.
Kirby, C.
Ostdiek, B.
70.
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?
Journal of Financial Economics
2003 : MAR, VOL. 67:3, p. 385-410
 2003 Kahl, M.
Liu, J.
Longstaff, F. A.
71.
Risk reduction in large portfolios: why imposing the wrong constraints helps
Journal of Finance
2003 : AUG, VOL. 58:4, p. 1651-1683
 2003 Jagannathan, R.
Ma, T.
72.
Long-Run Stock Returns: Participating in the Real Economy
Financial Analysts' Journal
2003 : JAN-FEB, VOL. 59:1, p. 88-98
 2003 Ibbotson, R. G.
Chen, P.
73.
The Equity Premium: Why Is It a Puzzle?
Financial Analysts' Journal
2003 : JAN-FEB, VOL. 59:1, p. 54-69
 2003 Mehra, R.
74.
Quantifying Credit Risk II: Debt Valuation
Financial Analysts' Journal
2003 : MAY-JUN, VOL. 59:3, p. 78-92
 2003 Kealhofer, S.
75.
Insider Trading When an Underlying Option Is Present
Financial Analysts' Journal
2003 : MAY-JUN, VOL. 59:3, p. 69-77
 2003 Hyland, D. C.
Sarkar, S. K.
Tripathy, N.
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