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- inetnum : 172.64.0.0 - 172.71.255.255
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The Liquidity Hierarchy in the US Treasury Cash and Futures …
The Journal of Fixed Income Vol 30 Issue 1. Volume 30, Issue 1. Summer 2020. Download issue PDF. Focus. Article. Figures & Tables. Authors. Abstract. This article describes the …
Pm-research.comDA: 19 PA: 26 MOZ Rank: 45
Classical Stock Valuation in the Modern Era of Intangibles
2 days ago The effectiveness of valuation models such as P/B-ROE has deteriorated in tandem with the increasing importance of intangible capital investments, which are not …
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Asset Allocation | Portfolio Management Research
10.3905/jfi.1991.408013. Download PDF To download content, you need to upgrade your trial to full subscription. Please contact your account manager to do this. ... Explore our …
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On Default Correlation | Portfolio Management Research
Abstract. This article studies the problem of default correlation. It introduces a random variable called “time-until-default” to denote the survival time of each defaultable entity or …
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Round-Table Questions on Harry Markowitz and his Legacy in …
Apr 8, 2024 Harry Markowitz was the father of portfolio selection. His emphasis of the need to integrate utility theory and its corresponding risk-aversion coefficients, Bayesian …
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ETF Arbitrage and Daily Cash Flow | Portfolio Management …
This article examines ETF creations and redemptions around price deviations and finds that the expected arbitrage trades are relatively rare in a broad sample of equity index ETFs. …
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The Journal of Investing | Portfolio Management Research
08 April 2024 - The Journal of Investing. Practice What You Preach: Strategy Consistency and Mutual Fund Performance. Andrew L. Detzel. C. Thomas Howard. 06 April 2024 - …
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