Volatility measures
- Expected Return and Risk of Covered Call StrategiesIlya FigelmanThe Journal of Portfolio Management July 2008, 34 (4) 81-97; DOI: https://doi.org/10.3905/jpm.2008.709985
- Toward the Design of Better Equity BenchmarksLionel MartelliniThe Journal of Portfolio Management July 2008, 34 (4) 34-41; DOI: https://doi.org/10.3905/jpm.2008.709978
- Do Risk Factors Eat Alphas?Jyh-Huei Lee and Dan StefekThe Journal of Portfolio Management July 2008, 34 (4) 12-25; DOI: https://doi.org/10.3905/jpm.2008.709976
- Sharpe's State-Preference Approach and BeyondH. Russell FoglerThe Journal of Portfolio Management April 2008, 34 (3) 120-131; DOI: https://doi.org/10.3905/jpm.2008.706249
- 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
- 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
- Real Estate Comes of AgeJim Clayton, Jacques N. Gordon, Frank J. Fabozzi, S. Michael Giliberto, Youguo Liang and Susan Hudson-WilsonThe Journal of Portfolio Management September 2007, 33 (5) 15-26; DOI: https://doi.org/10.3905/jpm.2007.698955
- The Pricing of Non-Core Real Estate VenturesJoseph L.. PagliariThe Journal of Portfolio Management September 2007, 33 (5) 119-133; DOI: https://doi.org/10.3905/jpm.2007.698911
- The Market P/E Ratio, Earnings Trends, and Stock Return ForecastsRobert A. Weigand and Robert IronsThe Journal of Portfolio Management July 2007, 33 (4) 87-101; DOI: https://doi.org/10.3905/jpm.2007.690610
- Market Timing with Aggregate and Idiosyncratic Stock VolatilitiesHui Guo and Jason HigbeeThe Journal of Portfolio Management July 2007, 33 (4) 26-32; DOI: https://doi.org/10.3905/jpm.2007.690603
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