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Foundations and Trends R in Finance Vol. 2, No. 2 (2006) 83–190 c 2007 G. O. Argon and W. E. Ferson DOI: 10.1561/0500000015 Portfolio Performance Evaluation George O. Aragon1…

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The Society for Financial Studies Are the Fama and French Factors Global or Country Specific? Author(s): John M. Griffin Reviewed work(s): Source: The Review of Financial…

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Rutgers Business School – Newark & New Brunswick Master of Quantitative Finance Program Résumés Classes of 2010 and 2011 Department of Finance & Economics 1 Washington…

Documents 4. Viet Nga Cao Thesis April 2011 Hard Bound - Final

Durham E-Theses Firms financial flexibility and the profitability of style investing CAO, VIET,NGA How to cite: CAO, VIET,NGA (2011) Firms financial flexibility and…

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Back-testing Magic An analysis of the Magic Formula strategy Master Thesis Investment Analysis Author: Student number: Supervisor: Chairman: Department: Faculty: Date: R.H.…

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Ann Oper Res (2010) 176: 191–220 DOI 10.1007/s10479-009-0515-6 Robust portfolios: contributions from operations research and finance Frank J. Fabozzi · Dashan Huang ·…

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Asset Pricing Models Dr Nalan Gulpinar Imperial College London 381 Computational Finance 20-21 February 2006 Computational Finance Problem Types in Investment Science Determining…

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Share price reaction to earnings announcement on the JSE-ALtX: A test for market efficiency V.F. Mlonzi, J. Kruger & M.G. Nthoesane ABSTRACT 15 7 Management has a duty…

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1. Investment Beliefs Kees Koedijk, University of Tilburg Alfred Slager, PGGM Investments / RSM Erasmus University 2. What makes an investor great? Investment management…

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R E C E N T R E S E A R C H THE ADAPTIVE MARKETS HYPOTHESIS By Andrew W. Lo, Ph.D. RECONCILING EFFICIENT MARKETS WITH BEHAVIORAL FINANCE: 1 Abstract Introduction T he battle…