Risk management
- Information Horizon, Portfolio Turnover, and Optimal Alpha ModelsEdward Qian, Eric H. Sorensen and Ronald HuaThe Journal of Portfolio Management October 2007, 34 (1) 27-40; DOI: https://doi.org/10.3905/jpm.2007.698030
- Risk Management for Hedge Funds with Position InformationPhilippe JorionThe Journal of Portfolio Management October 2007, 34 (1) 127-134; DOI: https://doi.org/10.3905/jpm.2007.698042
- Dynamic Portfolio AnalysisRichard C GrinoldThe Journal of Portfolio Management October 2007, 34 (1) 12-26; DOI: https://doi.org/10.3905/jpm.2007.698029
- The Volatility EffectDavid C. Blitz and Pim van VlietThe Journal of Portfolio Management October 2007, 34 (1) 102-113; DOI: https://doi.org/10.3905/jpm.2007.698039
- Pricing and Index Considerations in Commercial Real Estate DerivativesDavid Geltner and Jeffrey D FisherThe Journal of Portfolio Management September 2007, 33 (5) 99-118; DOI: https://doi.org/10.3905/jpm.2007.698910
- Smoothing and Implications for Asset Allocation ChoicesGianluca Marcato and Tony KeyThe Journal of Portfolio Management September 2007, 33 (5) 85-99; DOI: https://doi.org/10.3905/jpm.2007.698909
- Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios?Shaun A. Bond, Soosung Hwang, Paul Mitchell and Stephen E. SatchellThe Journal of Portfolio Management September 2007, 33 (5) 74-84; DOI: https://doi.org/10.3905/jpm.2007.698908
- Private Commercial Real Estate Equity Returns and InflationHaibo Huang and Susan Hudson-WilsonThe Journal of Portfolio Management September 2007, 33 (5) 63-73; DOI: https://doi.org/10.3905/jpm.2007.698906
- Benefits of Global Diversification on a Real Estate PortfolioAdam Hastings and Hans NordbyThe Journal of Portfolio Management September 2007, 33 (5) 53-62; DOI: https://doi.org/10.3905/jpm.2007.698905
- Global Commercial Real EstateThomas M. Idzorek, Michael Barad and Stephen L. MeierThe Journal of Portfolio Management September 2007, 33 (5) 37-52; DOI: https://doi.org/10.3905/jpm.2007.698904
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