1.
Expected...Returns...on...Stocks...and...Bonds
There...is...an...ongoing...shift...in...opinion...about...expected...asset...returns.
2.
A Primer on Securitization
Securitization is a form of financing where financial assets with predictable cash flows are pooled and sold to a specially created third party that has ...
3.
Trends in Quantitative Asset Management in Europe
This study of the use of financial modeling at European asset management firms is based on interviews at asset management firms in the Benelux countries, ...
4.
Coming to Portfolios Near You: Investment Ideas You Should Be ...
This article surveys several of the more interesting investment ideas currently working their way into client portfolios. Some of them remain largely ...
5.
How Family Dynamics Influence the Structure of the Family Office
This article portrays the relationship between family dynamics and the structure of the family office. Further, it illuminates the influence family dynamics ...
6.
Hedge Funds: A Methodology for Hedge Fund Valuation
Hedge fund managers are more difficult to value than traditional asset management companies largely because of the variability of hedge fund revenues.
7.
Volatility Skew and the Valuation of Mortgages
Mortgage-backed securities contain embedded options and are thus exposed to the uncertainty of interest rates. The Black formula, used by practitioners to ...
8.
Why Do Valuation Ratios Forecast Long-Run Equity Returns?
A number of studies have documented the relationship between valuation ratios and long-horizon return equities. The author develops a simple analytic ...
9.
VALUATION OF CONVERTIBLE BONDS WITH CREDIT RISK
Applying the technology of option pricing and contingent claims modeling to credit risk is one of the major growth areas in derivatives research these days.
10.
THE MAGELLAN FUND AND MARKET EFFICIENCY
THE MAGELLAN FUND AND MARKET EFFICIENCY. ALAN J MARCUS ... The Journal of Portfolio Management is your definitive source for thought-provoking analysis and ...
