1

Passive Mutual Funds and ETFs: Performance and Comparison

Year:
2019
Language:
english
File:
PDF, 846 KB
english, 2019
2

Modern portfolio theory, 1950 to date

Year:
1997
Language:
english
File:
PDF, 131 KB
english, 1997
3

Passive Mutual Funds and ETFs: Performance and Comparison

Year:
2018
Language:
english
File:
PDF, 776 KB
english, 2018
5

The Performance of Bond Mutual Funds

Year:
1993
Language:
english
File:
PDF, 570 KB
english, 1993
7

Note—On the Maximization of the Geometric Mean with Lognormal Return Distribution

Year:
1974
Language:
english
File:
PDF, 460 KB
english, 1974
9

Explaining the Rate Spread on Corporate Bonds

Year:
2001
Language:
english
File:
PDF, 385 KB
english, 2001
10

Taxes and portfolio composition

Year:
1978
Language:
english
File:
PDF, 656 KB
english, 1978
11

Optimal investment strategies with investor liabilities

Year:
1992
Language:
english
File:
PDF, 1.32 MB
english, 1992
12

Spiders: Where Are the Bugs?

Year:
2002
Language:
english
File:
PDF, 124 KB
english, 2002
14

Simple Criteria for Optimal Portfolio Selection with Upper Bounds

Year:
1977
Language:
english
File:
PDF, 1.34 MB
english, 1977
17

Differential information and timing ability

Year:
1991
Language:
english
File:
PDF, 868 KB
english, 1991
18

Return generating process and the determinants of term premiums

Year:
1996
Language:
english
File:
PDF, 927 KB
english, 1996
19

Factors affecting the valuation of corporate bonds

Year:
2004
Language:
english
File:
PDF, 254 KB
english, 2004
22

Do Investors Care about Sentiment?

Year:
1998
Language:
english
File:
PDF, 174 KB
english, 1998
25

Portfolio Analysis with Partial Information: The Case of Grouped Data

Year:
1987
Language:
english
File:
PDF, 269 KB
english, 1987
26

The Rationality of Asset Allocation Recommendations

Year:
2000
Language:
english
File:
PDF, 1.56 MB
english, 2000
28

Are Investors Rational? Choices among Index Funds

Year:
2004
Language:
english
File:
PDF, 3.04 MB
english, 2004
30

Optimal Portfolios from Simple Ranking Devices

Year:
1978
Language:
english
File:
PDF, 481 KB
english, 1978
33

On the Maximization of the Geometric Mean with Lognormal Return Distribution: Erratum

Year:
1975
Language:
english
File:
PDF, 132 KB
english, 1975
35

Expectations and Share Prices

Year:
1981
Language:
english
File:
PDF, 1.55 MB
english, 1981
36

Expectations and Share Prices

Year:
1981
Language:
english
File:
PDF, 884 KB
english, 1981
38

The Impact of Ross’s Exploration of APT on Our Research

Year:
2018
Language:
english
File:
PDF, 717 KB
english, 2018
45

Incentive Fees and Mutual Funds

Year:
2003
Language:
english
File:
PDF, 194 KB
english, 2003
46

Are Investors Rational? Choices among Index Funds

Year:
2004
Language:
english
File:
PDF, 129 KB
english, 2004
48

Expectational data and Japanese stock prices

Year:
1989
Language:
english
File:
PDF, 588 KB
english, 1989
49

A multi-index risk model of the Japanese stock market

Year:
1988
Language:
english
File:
PDF, 1.36 MB
english, 1988