
International Journal of Portfolio Analysis and Management
2018 Vol.2 No.2
Pages | Title and author(s) |
99-113 | Differentiating asset classesDilip B. Madan DOI: 10.1504/IJPAM.2018.092647 |
114-140 | Efficiency of capital markets: a new perspective on the value premium and day-of-the-week effectWilliam J. Procasky; Zubair Ali Raja; Renée Oyotode DOI: 10.1504/IJPAM.2018.092649 |
141-168 | Downside risk control and optimal investment turnover around financial crisesRuilin Tian; Fariz Huseynov; Wei Zhang DOI: 10.1504/IJPAM.2018.092646 |
169-197 | A new approach in non-parametric estimation of returns in mean-downside risk portfolio frontierHanene Ben Salah; Ali Gannoun; Mathieu Ribatet DOI: 10.1504/IJPAM.2018.092642 |