Volatility measures
- Invited Editorial CommentSébastien Page and Mark A. TaborskyThe Journal of Portfolio Management July 2011, 37 (4) 1-2; DOI: https://doi.org/10.3905/jpm.2011.37.4.001
- INVITED EDITORIAL COMMENTMark E. Holder and Richard J. KentThe Journal of Portfolio Management April 2011, 37 (3) 4-6; DOI: https://doi.org/10.3905/jpm.2011.37.3.004
- Are There Benefits from Dynamic Asset Allocation Strategies Across Hedge Funds?Lorne N. Switzer and Andrey OmelchakThe Journal of Portfolio Management April 2011, 37 (3) 116-120; DOI: https://doi.org/10.3905/jpm.2011.37.3.116
- The Small Firm Effect: A Financial Mirage?Haim Levy and Moshe LevyThe Journal of Portfolio Management January 2011, 37 (2) 129-138; DOI: https://doi.org/10.3905/jpm.2011.37.2.129
- The Properties of Equally Weighted Risk Contribution PortfoliosSébastien Maillard, Thierry Roncalli and Jérôme TeïletcheThe Journal of Portfolio Management July 2010, 36 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2010.36.4.060
- Accentuated Intraday Stock Price Volatility: What is the Cause?Deniz Ozenbas, Michael S. Pagano and Robert A. SchwartzThe Journal of Portfolio Management April 2010, 36 (3) 45-55; DOI: https://doi.org/10.3905/jpm.2010.36.3.045
- Invited Editorial CommentAndrew W. LoThe Journal of Portfolio Management April 2010, 36 (3) 4; DOI: https://doi.org/10.3905/jpm.2010.36.3.004
- Volatility Exposure for Strategic Asset AllocationMarie Brière, Alexandre Burgues and Ombretta SignoriThe Journal of Portfolio Management April 2010, 36 (3) 105-116; DOI: https://doi.org/10.3905/jpm.2010.36.3.105
- Invited Editorial CommentRobert F. EngleThe Journal of Portfolio Management April 2010, 36 (3) 1; DOI: https://doi.org/10.3905/jpm.2010.36.3.001
- Know Your VMS ExposureRoger G Clarke, Harindra De Silva and Steven ThorleyThe Journal of Portfolio Management January 2010, 36 (2) 52-59; DOI: https://doi.org/10.3905/JPM.2010.36.2.052
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