International Journal of Portfolio Analysis and Management (IJPAM)

International Journal of Portfolio Analysis and Management

2018 Vol.2 No.2


Pages Title and author(s)
99-113Differentiating asset classes
Dilip B. Madan
DOI: 10.1504/IJPAM.2018.092647
114-140Efficiency of capital markets: a new perspective on the value premium and day-of-the-week effect
William J. Procasky; Zubair Ali Raja; Renée Oyotode
DOI: 10.1504/IJPAM.2018.092649
141-168Downside risk control and optimal investment turnover around financial crises
Ruilin Tian; Fariz Huseynov; Wei Zhang
DOI: 10.1504/IJPAM.2018.092646
169-197A new approach in non-parametric estimation of returns in mean-downside risk portfolio frontier
Hanene Ben Salah; Ali Gannoun; Mathieu Ribatet
DOI: 10.1504/IJPAM.2018.092642