Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Jon A. Christopherson"'
Publikováno v:
Circular.
Publikováno v:
The Journal of Portfolio Management. 28:41-53
The authors explore the impact of growth in assets under management on the performance of small–cap investment managers. They find that small–cap manager excess returns have a statistically significant inverse relationship to both the level of as
Publikováno v:
The Journal of Portfolio Management. 26:59-72
Unconditional measures can incorrectly measure alpha and beta when portfolio managers engage in dynamic trading strategies or change their alphas and betas in response to publicly available information about the economy. The authors advocate continua
Publikováno v:
Review of Financial Studies. 11:111-142
This article presents evidence on persistence in the relative investment performance of large, institutional equity managers. Similar to existing evidence for mutual funds, we find persistent performance concentrated in the managers with poor prior-p
Autor:
Jon A. Christopherson
Publikováno v:
The Journal of Portfolio Management. 21:32-43
Autor:
William H. Morrison, Chester G. Motloch, Jon P. Christopherson, Brian Smyth, John L. Morrison, Josh Wold, Das K. Butherus
Publikováno v:
2009 IEEE Aerospace conference.
A battery is an important subsystem for electrical energy storage in many military, space and commercial applications. Consequently, in-situ diagnostics for state-of-health estimation of the battery is also critical for enhancing the overall applicat
Publikováno v:
The Journal of Portfolio Management. 18:5-12
L ike it or not, it is difficult to ignore past performance in the evaluation of investment managers. Dramatic reversals in a manager’s performance may occasion observation that the manager was due for a rebound. Implicit in such a statement is a p
In order to make sound investment choices, investors must know the projected return on investment in relation to the risk of not being paid. Benchmarks are excellent evaluators, but the failure to choose the right investing performance benchmark ofte
Publikováno v:
Journal of Conflict Resolution. 23:261-295
There is little consensus and some degree of confusion over the meanings of the polarity and polarization concepts. An argument is advanced for viewing these phenomena as distinctly separate with polarity referring to the distribution of power among