| 1 |
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A Case for Tail-Risk-Based Sharpe Ratios
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Xiong, James X.; Idzorek, Thomas M.
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Institutional Investor, Inc
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2018
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| 2 |
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A Case Study for Using Value and Momentum at the Asset Class Level
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Haghani, Victor; Dewey, Richard
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Institutional Investor, Inc
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2016
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| 3 |
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A Catalytic Partial Credit Guarantee for a Renewable Energy Project in India
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Farooquee, Arsalan Ali
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Institutional Investor, Inc
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2016
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| 4 |
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A Century of Evidence on Trend-Following Investing
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Hurst, Brian; Ooi, Yao Hua; Pedersen, Lasse Heje
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Institutional Investor, Inc
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2017
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| 5 |
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A Choice between Staging and Syndication as Tools to Control Risks When Private Equity Invests in Infrastructure
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Gemson, Josephine; Rajan, A. Thillai
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Institutional Investor, Inc
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2017
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| 6 |
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A Closed-Form Pricing Formula for Mortgages Incorporating Termination Hazard Rates and Recovery Rate as Correlated Stochastic Processes with Jump Components
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Tsai, M.-S.; Chiang, S.-L.
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Institutional Investor, Inc.
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2012
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| 7 |
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A CLOSED-FORM SOLUTION FOR THE GLOBAL QUADRATIC HEDGING OF OPTIONS UNDER GEOMETRIC GAUSSIAN RANDOM WALKS
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Godin, Frédéric
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Institutional Investor, Inc
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2019
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| 8 |
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A Closer Look at Co-Movements in Global Office Rents
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Suran, L.
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Institutional Investor, Inc
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2013
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| 9 |
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A Comparative Analysis of Correlation Approaches in Finance
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Albanese, C.; Li, D.; Lobachevskiy, E.; Meissner, G.
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Institutional Investor, Inc
|
2013
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| 10 |
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A Comparative Analysis of Performance Fees
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Czasonis, Megan; Kritzman, Mark; Pamir, Baykan; Turkington, David
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Institutional Investor, Inc
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2018
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| 11 |
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A Comparative Study between the Investment Characteristics of Islamic and Conventional Equity Mutual Funds in Saudi Arabia
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BinMahfouz, S.; Hassan, M.K.
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Institutional Investor, Inc
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2012
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| 12 |
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A Comparison of the Mean-Variance-Leverage Optimization Model and the Markowitz General Mean-Variance Portfolio Selection Model
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Jacobs, B.I.; Levy, K.N.
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Institutional Investor, Inc
|
2013
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| 13 |
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A Conclusion for Most CEOs: Your Corporation Should Not Pay Dividends
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Bierman, H.
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Institutional Investor, Inc
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2015
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| 14 |
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A Conditional Assessment of the Relationships Between Commodity and Equity Indexes
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Simon, D.P.
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Institutional Investor, Inc
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2013
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| 15 |
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A Constant-Volatility Framework for Managing Tail Risk
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Hocquard, A.; Ng, S.; Papageorgiou, N.
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Institutional Investor, Inc.
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2013
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| 16 |
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A Continuous Return Model for the Low-Volatility and Low-Beta Anomalies
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Agapova, Anna; Ferguson, Robert; Leistikow, Dean
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Institutional Investor, Inc
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2017
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| 17 |
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A CRITIQUE OF MODELED CREDIT DEFAULT SWAP DURATION
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Boberski, D. A.
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Institutional Investor Inc.
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2003
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| 18 |
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A CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class Portfolios
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Sivaramakrishnan, Kartik; Stamicar, Robert
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Institutional Investor, Inc
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2017
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| 19 |
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CALCULATING EARNINGS GROWTH RATES FOR INDEXES THAT INCLUDE UNPROFITABLE COMPANIES
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Mozes, Haim A.; Rozen, Hannah
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Institutional Investor, Inc
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2016
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| 20 |
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CALCULATING QUANTILE-BASED RISK ANALYTICS WITH L-ESTIMATORS
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Mausser, H.
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Institutional Investor Inc.
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2003
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