Index of /pub/Finanzas/Journals/Journal of Portfolio Management/2009/Vol. 35 Issue 3 - Spring2009/

NameLast modifiedSizeDescription
Parent Directory - 
Beyond the central tendency quantile regression as a tool in quantitative investing..pdf06-Feb-2026 16:344.1MB 
Clairvoyant value and the value effect..pdf06-Feb-2026 16:344.4MB 
Diversification performance and stress-betas..pdf06-Feb-2026 16:342.1MB 
Fund of funds, portable alpha, and portfolio optimization..pdf06-Feb-2026 16:343.6MB 
Is there a green factor.pdf06-Feb-2026 16:341.7MB 
Long-only the natural benchmark choice for 130-30..pdf06-Feb-2026 16:34869.2KB 
Momentum trading and performance with wrong return expectations..pdf06-Feb-2026 16:341.9MB 
On the performance of extended alpha 130-30 versus long-only..pdf06-Feb-2026 16:342.7MB 
Portfolio size effect in retirement accounts what does it imply for lifecycle asset allocation funds.pdf06-Feb-2026 16:343.7MB 
Price transparency in the U.S. corporate bond markets..pdf06-Feb-2026 16:342.3MB 
Risk inverse..pdf06-Feb-2026 16:34311.5KB 
Social capital in financial markets trust, but verify..pdf06-Feb-2026 16:341.6MB 
Understanding the VIX..pdf06-Feb-2026 16:342.3MB 
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