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17 research outputs found

Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance

Author: A H Chen
A J Marcus
B Alexander
B Cornell
C M S Sutcliffe
C Pratten
Charles M. Sutcliffe
D Blake
E Dimson
F Black
F Black
F Black
F Modigliani
G P Brinson
G P Brinson
I Tepper
I Tepper
J B Graham
J Bulow
J J Siegel
J K Thomas
J L Bicksler
J M Harrison
J Ralfe
K Bunt
L E Papke
L N Bader
M Erickson
M Gunderson
M H Miller
M M Frank
M S Scholes
M Sherris
M Useem
R A Ippolito
R A Ippolito
R G Ibbotson
R J Surz
S C Myers
S Datta
W F Sharpe
W F Sharpe
Z Bodie
Z Bodie
Publication venue: 'Elsevier BV'
Publication date: 01/01/2004
Field of study

Testing the Hypothesis “Hedge Fund Performance Is Good”

Author: Ankrim Ernest M
Bailey Jeffrey V
Bleiberg Steve
Bridgeland Sally
Burns Patrick
Chernoff Joel
Eley Randall R
Fisher Lawrence
Haltiner James
Picerno James
Ronald J. Surz
Surz Ronald J
Surz Ronald J
Surz Ronald J
Publication venue: 'Pageant Media US'
Publication date
Field of study

A Fresh Look at Investment Performance Evaluation

Author: Ankrim Ernest M
Bailey Jeffrey V
Bleiberg Steve
Bridgeland Sally
Burns Patrick
Chernoff Joel
Eley Randall R
Fisher Lawrence
Haltiner James
Picerno James
Picerno James
Ronald J. Surz
Sharpe William F
Surz Ronald J
Surz Ronald J
Surz Ronald J
Surz Ronald J
Publication venue: 'Pageant Media US'
Publication date
Field of study

An Asset Allocation Debate

Author: Beebower Gilbert
Harold Evensky
Ibbotson R.
Jahnke William
Ronald J Surz
Surz Ronald
William W Jahnke
Publication venue: 'Pageant Media US'
Publication date
Field of study

Attribution Analysis: Issues Old and New

Author: A Frongello
A Mirabelli
Anatoly Kirievsky
C Bacon
C D Hensel
C Los
C Los
C Wainscott
D Carino
D Laker
D Laker
F Modigliani
G Brinson
G Brinson
J D Surz
J D Surz
J Menchero
J Menchero
L Kirievsky
Leonid Kirievsky
O Davies
P Higgs
R Ibbotson
W Jahnke
W Sharpe
Publication venue: 'Elsevier BV'
Publication date: 01/01/2004
Field of study

Not fooled by randomness: Using random portfolios to analyse investment funds

Author: Burns P.
Burns Statistics.
Carhart M.
Christopherson J.
Cuthbertson K.
Dawson R.
Fama E.
Ferson W.
Jensen M. C.
Kosowski R.
Lisi F.
R Development Core Team.
Shaked M.
Sharpe W.
Silli B.
Surz R. J.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Combining Returns Based and Characteristics Based Style Analysis for US Diversified Equity Funds

Author: A B Dor
A Mason
A Mason
Andrew Mason
Frank McGroarty
J A Christopherson
J Rekenthaler
J S Abarbanell
J S Brush
L Chan
L Chan
L S Speidell
R Bernstein
R J Surz
R O Michaud
R Vardharaj
Russell
Russell Midcap
S J Brown
Steve H. Thomas
W F Sharpe
Publication venue: 'Elsevier BV'
Publication date: 01/01/2010
Field of study

Hedge Fund Biases after the Financial Crisis

Author: A L Aiken
C Ackermann
C Asness
Dieter G. Kaiser
F Rouah
Florian Haberfelner
G Amin
G Baquero
M Ammann
N Baba
P.-A Bar�s
R Barry
R J Bianchi
R J Surz
R K Aggarwal
S I Anjilvel
S J Brown
S J Brown
T Schneeweis
T Schneeweis
X E Xu
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

A Reassessment of the Performance of American Depository Receipts: The Brazilian Experience

Author: Cox W. Michael
Cox W. Michael
Elliott S.
Elliott S.
Elliott S.
Elliott S.
Elliott S.
Mark Schaub
R Stephen Elliott
Schaub M.
Schaub M.
Surz Ronald J.
Publication venue: 'Pageant Media US'
Publication date
Field of study

Market timing and issue type effects on the performance of Mexican American depository receipts listed on the New York stock exchange

Author: A Brav
A Sundaram
D Officer
J Callaghan
J Ritter
M Levis
M Schaub
M Schaub
M Schaub
M Schaub
M Schaub
Mark Schaub
R Aggarwal
R Stephen Elliott
RJ Surz
S Ben Naceur
S Dawson
S Elliott
S Elliott
S Elliott
S Elliott
S Elliott
S Foerster
Y Huang
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

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