| Journal Article |
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Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 60 Years of portfolio optimization: Practical challenges and current trends |
7 |
20 |
69 |
1,192 |
11 |
43 |
162 |
2,422 |
| A New Approach for Using Lévy Processes for Determining High‐Frequency Value‐at‐Risk Predictions |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
121 |
| A Note on the Discriminatory Effects of Monetary Policy and the Use of Trade Credit |
0 |
0 |
0 |
17 |
0 |
1 |
5 |
64 |
| A Pricing Framework for Real Estate Derivatives |
0 |
0 |
5 |
53 |
0 |
0 |
6 |
96 |
| A Three-Factor Model for Mortality Modeling |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
10 |
| A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
109 |
| A flexible approach to estimate the equity premium |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
17 |
| A methodology for index tracking based on time-series clustering |
0 |
0 |
4 |
75 |
0 |
0 |
11 |
182 |
| A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence |
0 |
0 |
0 |
86 |
0 |
0 |
2 |
201 |
| A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance |
1 |
6 |
24 |
450 |
1 |
8 |
36 |
1,062 |
| A new method for generating approximation algorithms for financial mathematics applications |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
| A note on the association between systematic risk and common stock and bond rating classifications |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
113 |
| A risk-based evaluation of the free-trader option |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
64 |
| AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES |
0 |
0 |
6 |
27 |
1 |
3 |
22 |
91 |
| An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors |
0 |
1 |
6 |
106 |
0 |
2 |
9 |
229 |
| An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel’s monkey |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
21 |
| An empirical analysis of the CDX index and its tranches |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
180 |
| An empirical examination of the return distribution characteristics of agency mortgage pass-through securities |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
160 |
| An improved least squares Monte Carlo valuation method based on heteroscedasticity |
0 |
0 |
2 |
43 |
0 |
0 |
7 |
130 |
| An improved method for pricing and hedging long dated American options |
0 |
0 |
0 |
8 |
1 |
2 |
2 |
44 |
| An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
114 |
| Analysis of the intraday effects of economic releases on the currency market |
0 |
0 |
1 |
27 |
0 |
1 |
4 |
135 |
| Approximation of Stable and Geometric Stable Distribution |
0 |
0 |
0 |
5 |
0 |
3 |
7 |
47 |
| Approximation of aggregate and extremal losses within the very heavy tails framework |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
56 |
| Approximation of skewed and leptokurtic return distributions |
0 |
0 |
1 |
45 |
0 |
0 |
1 |
194 |
| BARRIER OPTION PRICING BY BRANCHING PROCESSES |
0 |
1 |
1 |
6 |
0 |
1 |
3 |
27 |
| Balancing energy strategies in electricity portfolio management |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
204 |
| Bayesian estimation of truncated data with applications to operational risk measurement |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
49 |
| Beta as a Random Coefficient |
0 |
1 |
2 |
149 |
0 |
1 |
6 |
341 |
| Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
35 |
| Black swans and white eagles: on mathematics and finance |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
23 |
| CAViaR-based forecast for oil price risk |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
343 |
| CVaR sensitivity with respect to tail thickness |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
67 |
| Calibrating affine stochastic mortality models using term assurance premiums |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
122 |
| Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
21 |
| Composition of robust equity portfolios |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
79 |
| Computational aspects of portfolio risk estimation in volatile markets: a survey |
1 |
1 |
1 |
13 |
1 |
1 |
3 |
62 |
| Construction of probability metrics on classes of investors |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
73 |
| Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments |
0 |
0 |
1 |
27 |
0 |
0 |
5 |
127 |
| DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
37 |
| Deciphering robust portfolios |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
81 |
| Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
117 |
| Discussion of ‘on simulation and properties of the stable law’ by Devroye and James |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
28 |
| Diversification versus optimality: is there really a diversification puzzle? |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
43 |
| Does the corporate bond market overvalue bonds of sin companies? |
0 |
1 |
2 |
25 |
2 |
4 |
5 |
92 |
| Effective Capital Gains Tax Rates: A Reply |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
| Effectiveness of developed and emerging market FX options in active currency risk management |
1 |
1 |
7 |
43 |
2 |
4 |
19 |
149 |
| Effects of Spot Market Short-Sale Constraints on Index Futures Trading |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
35 |
| Elliptical tempered stable distribution |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
13 |
| Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
193 |
| Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data |
0 |
2 |
5 |
124 |
0 |
4 |
10 |
296 |
| Enhancing binomial and trinomial equity option pricing models |
0 |
0 |
0 |
18 |
1 |
3 |
11 |
76 |
| Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence |
0 |
2 |
4 |
76 |
2 |
10 |
21 |
296 |
| Equity Manager Selection and Performance |
0 |
0 |
0 |
166 |
0 |
0 |
3 |
337 |
| Equity style allocation: A nonparametric approach |
0 |
0 |
1 |
9 |
0 |
1 |
2 |
45 |
| Estimating risk-neutral density with parametric models in interest rate markets |
1 |
1 |
4 |
55 |
1 |
2 |
18 |
243 |
| Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
13 |
| Exploring rating shopping for european triple a senior structured finance securities |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
37 |
| Exploring the components of credit risk in credit default swaps |
0 |
0 |
0 |
294 |
0 |
0 |
4 |
683 |
| Explosive rents: The real estate market dynamics in exuberance |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
80 |
| Extracting market information from equity options with exponential Lévy processes |
0 |
0 |
0 |
20 |
0 |
0 |
6 |
97 |
| FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? |
0 |
0 |
1 |
2 |
0 |
1 |
4 |
22 |
| FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET |
0 |
0 |
0 |
9 |
1 |
1 |
5 |
60 |
| Factor decomposition of the Eurozone sovereign CDS spreads |
0 |
0 |
1 |
34 |
0 |
0 |
1 |
100 |
| Financial market models with Lévy processes and time-varying volatility |
0 |
2 |
3 |
143 |
0 |
4 |
7 |
384 |
| Focusing on the worst state for robust investing |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
61 |
| Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
221 |
| Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
101 |
| Fuzzy decision fusion approach for loss-given-default modeling |
0 |
0 |
0 |
20 |
0 |
0 |
4 |
70 |
| Generalized Functional Form for Mutual Fund Returns |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
17 |
| Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques |
0 |
0 |
2 |
24 |
0 |
0 |
4 |
97 |
| Holiday Trading in Futures Markets |
0 |
0 |
1 |
87 |
0 |
1 |
5 |
312 |
| Household search choice: theory and evidence |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
99 |
| How do conflicting theories about financial markets coexist? |
0 |
0 |
0 |
38 |
1 |
2 |
3 |
216 |
| How fat are the tails of equity market indices? |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
30 |
| Improving corporate bond recovery rate prediction using multi-factor support vector regressions |
0 |
0 |
1 |
41 |
1 |
1 |
4 |
130 |
| Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model |
0 |
0 |
0 |
102 |
0 |
0 |
2 |
261 |
| Intensity-based framework for surrender modeling in life insurance |
0 |
1 |
1 |
29 |
0 |
2 |
7 |
102 |
| International corporate finance: Mark R. Eaker, Frank J. Fabozzi, and Dwight Grant, Fort Worth, TX: Dryden Press, 1996, 588 pp |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
390 |
| Introduction to special issue: studies in mathematical and empirical finance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
46 |
| Is food consumption a good proxy for nondurable consumption? |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
88 |
| Liability Index Fund: The Liability Beta Portfolio |
0 |
0 |
0 |
0 |
0 |
3 |
15 |
199 |
| Local volatility and the recovery rate of credit default swaps |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
48 |
| Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities |
0 |
0 |
2 |
7 |
1 |
2 |
5 |
34 |
| MCMC-based estimation of Markov Switching ARMA-GARCH models |
0 |
0 |
3 |
76 |
0 |
0 |
3 |
291 |
| METRIZATION OF STOCHASTIC DOMINANCE RULES |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
20 |
| Macroeconomic news effects on conditional volatilities in the bond and stock markets |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
268 |
| Macroeconomic variable selection for creditor recovery rates |
2 |
4 |
8 |
79 |
2 |
5 |
24 |
254 |
| Market experience with modeling for defined-benefit pension funds: evidence from four countries |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
185 |
| Market implied volatilities for defaultable bonds |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
30 |
| Market overreaction and underreaction: tests of the directional and magnitude effects |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
97 |
| Mathematical Programming in American Companies: A Sample Survey |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
| Mathematical programming models to determine civil service salaries |
0 |
0 |
0 |
13 |
2 |
2 |
2 |
43 |
| Measuring and explaining pension system risk* |
1 |
1 |
1 |
18 |
1 |
1 |
2 |
84 |
| Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model |
0 |
0 |
1 |
4 |
1 |
1 |
7 |
40 |
| Modeling Volatility for the Chinese Equity Markets |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
244 |
| Momentum strategies based on reward-risk stock selection criteria |
2 |
3 |
6 |
148 |
2 |
4 |
14 |
494 |
| Multi-purpose binomial model: Fitting all moments to the underlying geometric Brownian motion |
1 |
1 |
3 |
8 |
2 |
4 |
9 |
60 |
| Multi-tail generalized elliptical distributions for asset returns |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
220 |
| Multiperiod conditional valuation of barrier options with incomplete information |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
12 |
| Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market |
0 |
1 |
2 |
259 |
1 |
2 |
6 |
704 |
| Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
381 |
| Negotiated versus Competitive Underwritings of Public Utility Bonds: Just One More Time |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
28 |
| ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
10 |
| OPTIMUM CORPORATE LEVERAGE WITH RISKY DEBT: A DEMAND APPROACH |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| OR PRACTICE---Assisting Defined-Benefit Pension Plans |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
41 |
| On risk management problems related to a coherence property |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
33 |
| On stability of operational risk estimates by LDA: From causes to approaches |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
53 |
| On the challenges in quantitative equity management |
0 |
0 |
1 |
79 |
1 |
1 |
2 |
178 |
| Optimal Financial Portfolios |
1 |
1 |
3 |
77 |
2 |
3 |
9 |
248 |
| Optimal corporate strategy under uncertainty |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
102 |
| Option pricing and hedging under a stochastic volatility Lévy process model |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
107 |
| Option pricing under stochastic volatility and tempered stable Lévy jumps |
0 |
0 |
0 |
41 |
0 |
1 |
6 |
138 |
| Option pricing with time-changed L�vy processes |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
61 |
| Orderings and Probability Functionals Consistent with Preferences |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
60 |
| PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
17 |
| Partial Elasticities of Factor Substitution Based on the CES Production Function: Some Empirical Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
171 |
| Penalizing variances for higher dependency on factors |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
13 |
| Portfolio revision under mean-variance and mean-CVaR with transaction costs |
0 |
0 |
1 |
40 |
1 |
1 |
4 |
145 |
| Portfolio selection under distributional uncertainty: A relative robust CVaR approach |
0 |
0 |
0 |
61 |
1 |
1 |
2 |
231 |
| Portfolio selection with conservative short-selling |
0 |
0 |
1 |
12 |
0 |
0 |
6 |
67 |
| Portfolio selection with uncertain exit time: A robust CVaR approach |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
157 |
| Predictability dynamics of emerging sovereign CDS markets |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
63 |
| Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
142 |
| Pricing of credit default index swap tranches with one-factor heavy-tailed copula models |
0 |
0 |
0 |
68 |
0 |
1 |
2 |
301 |
| Property Derivatives for Managing European Real†Estate Risk |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| Quantile-Based Inference for Tempered Stable Distributions |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
36 |
| Quanto Option Pricing with Lévy Models |
0 |
1 |
1 |
14 |
0 |
1 |
1 |
53 |
| RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL |
1 |
1 |
1 |
13 |
1 |
1 |
2 |
47 |
| Recent Developments in Robust Portfolios with a Worst-Case Approach |
0 |
0 |
2 |
20 |
1 |
1 |
6 |
56 |
| Recent advancements in robust optimization for investment management |
0 |
0 |
4 |
52 |
2 |
2 |
12 |
132 |
| Relative deviation metrics and the problem of strategy replication |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
148 |
| Risk management and dynamic portfolio selection with stable Paretian distributions |
0 |
1 |
1 |
35 |
0 |
1 |
2 |
157 |
| Robust equity portfolio performance |
1 |
1 |
1 |
17 |
4 |
5 |
8 |
87 |
| Robust portfolios that do not tilt factor exposure |
0 |
1 |
3 |
20 |
0 |
1 |
5 |
57 |
| Robust portfolios: contributions from operations research and finance |
0 |
0 |
2 |
18 |
1 |
1 |
6 |
88 |
| Savings selectivity bias, subjective expectations and stock market participation |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
52 |
| Sensitivity of portfolio VaR and CVaR to portfolio return characteristics |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
56 |
| Sentiment indices and their forecasting ability |
0 |
0 |
2 |
15 |
0 |
0 |
3 |
38 |
| Size, value, and momentum in emerging market stock returns |
0 |
0 |
4 |
159 |
1 |
6 |
15 |
704 |
| Skillful hiding: evaluating hedge fund managers’ performance based on what they hide |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
20 |
| Smooth monotone covariance for elliptical distributions and applications in finance |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
24 |
| Stability Tests for Alphas and Betas over Bull and Bear Market Conditions |
0 |
0 |
0 |
312 |
0 |
0 |
7 |
697 |
| Stability of mutual fund systematic risk statistics |
0 |
0 |
1 |
41 |
0 |
0 |
1 |
152 |
| Stable distributions in the Black-Litterman approach to asset allocation |
0 |
0 |
0 |
181 |
0 |
1 |
5 |
446 |
| State Taxes and Reserve Requirements as Major Determinants of Yield Spreads among Money Market Instruments |
0 |
0 |
1 |
22 |
0 |
0 |
2 |
83 |
| Stochastic models for risk estimation in volatile markets: a survey |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
52 |
| Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi: Financial models with Lévy processes and volatility clustering |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
74 |
| Svetlozar, T. Rachev, John S.J. Hsu, B.S. Bagasheva and F.J. Fabozzi, Bayesian Methods in Finance, John Wiley and Sons, USA (2008) ISBN 978-0-471-92083-0 (hardcover), $95, 329 pages |
0 |
0 |
1 |
31 |
1 |
1 |
2 |
120 |
| THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY |
0 |
0 |
2 |
7 |
1 |
1 |
8 |
37 |
| Taxation of Capital Gains With Deferred Realization |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
17 |
| Tempered stable and tempered infinitely divisible GARCH models |
0 |
0 |
1 |
25 |
1 |
1 |
6 |
113 |
| The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
44 |
| The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation |
0 |
0 |
1 |
221 |
1 |
1 |
3 |
643 |
| The Over-the-Counter Market and New York Stock Exchange Trading Halts |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
405 |
| The Reasonable Effectiveness of Mathematics in Economics |
0 |
0 |
3 |
18 |
0 |
0 |
10 |
42 |
| The Timeline Estimation of Bubbles: The Case of Real Estate |
0 |
0 |
2 |
20 |
0 |
0 |
4 |
73 |
| The information content of three credit ratings: the case of European residential mortgage-backed securities |
0 |
1 |
1 |
8 |
0 |
2 |
2 |
42 |
| The new issues puzzle: evidence from non-US firms |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
29 |
| The role of jump dynamics in the risk–return relationship |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
50 |
| The value, size, and momentum spread during distressed economic periods |
1 |
1 |
1 |
105 |
2 |
2 |
3 |
229 |
| Time series analysis for financial market meltdowns |
0 |
0 |
1 |
37 |
0 |
1 |
7 |
171 |
| Trade the tweet: Social media text mining and sparse matrix factorization for stock market prediction |
0 |
0 |
1 |
80 |
0 |
1 |
10 |
232 |
| Trends in quantitative equity management: survey results |
0 |
0 |
0 |
177 |
0 |
0 |
3 |
376 |
| Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
57 |
| Valuation of Safe Harbor Tax Benefit Transfer Leases |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
157 |
| WHY IRA AND KEOGH PLANS SHOULD AVOID GROWTH STOCKS |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
15 |
| What do robust equity portfolio models really do? |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
39 |
| Total Journal Articles |
21 |
58 |
234 |
7,983 |
60 |
176 |
776 |
25,530 |
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