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Puzzles in Risk and Performances: Part 2
$25 -
Dynamic Strategy of Portfolio Value-at-Risk Estimation
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Contrasting Time- and Money-weighted Returns: When Each Should be Used
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Attribution Analysis and Wilshire’s Method
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The Roundtable Interview- Volume 10- Supplement
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The Journal Interview: Barton Briggs
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Fixed Income Attribution: a Unified Framework – Part I
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Fixed Income Attribution: a Unified Framework – Part 2
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On the Subject and Subjectivity of Security Allocation
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Measuring Investment Skill using the Effective Information Coefficient
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The Performance Measure You Choose Influences the Evaluation of Hedge Funds
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Measuring Investment Returns of Portfolios Containing Futures and Options
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What Characteristics Indicate Skill in Equity Management
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Puzzles in Risk and Performance
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The Journal Interview: John D. Simpson
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Portfolio Manager Control Considerations in Leveraged Senior Loan Performance Attribution
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Performance Attribution for Portfolios that Trade Futures Contracts
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Fixed Income Attribution: the Strength of the Full-Repricing
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The Myth of GIPS- Money-weighted Returns for Client Performance Reporting
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A New Method for Evaluating a Portfolio’s Downside Risk
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Asset Allocation vs. Security Selection: Their Relative Perspective
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Design Considerations for Performance Presentations
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Decomposition of Emerging Market Currency Risk: A Hedging Application
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The Journal Interview: Peter Luntang Christensen
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Choosing the Right Solution of IRR Equation to Measure Investment Success
$25