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Keyword [portfolios]
Result: 121 - 139 | Page: 7 of 7
121. Relative resource strengths, relative resource weaknesses and strategy: Exploring the performance effects of resource portfolios
122. Can fundamental value predict stock returns? An empirical assessment of the Feltham-Ohlson model
123. Models for production planning and power procurement portfolios
124. Time-horizon portfolios and optimal strategic allocation
125. An empirical investigation of portfolios with little idiosyncratic risk
126. Hedging or speculating: Differences in systematic and unsystematic risk at bank holding companies that use derivatives
127. Are United States household portfolios efficient
128. The value relevance of non-financial performance information in biotechnology firms
129. Immunization of interest rate risk and pricing of default risk of bond portfolios
130. Optimal rebalancing period and optimal size for market neutral portfolios
131. Non-diversified portfolios and non-price-taking behavior: An exploratory investigation of a potential connection
132. Dynamic asset allocation modeling for international investment: A comparison of information-based active strategies versus passive strategies for the EAFE and S&P 500 portfolios
133. Two essays in finance and statistics: Building tracking portfolios and designing risk management programs
134. An empirical assessment of the risk incentive provided by executive stock option portfolios
135. Capital market efficiency of firms financing research and development
136. Farmer risk management behavior and welfare under alternative portfolios of risk instruments
137. An empirical study of contagion effects and shifts in systematic risk in the life insurance industry
138. Defining efficient commercial loan portfolios for regional and multi-regional lender
139. Diversification decision-making and risk management by high and low-technology executive
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