[PDF][PDF] Risk allocation versus asset allocation
RG Clarke, H De Silva, BH Wander - The Journal of Portfolio …, 2002 - researchgate.net
Copyright@ Institutional Investor, Inc. All rights reserved. influences, and active risk, which
cannot be explained by marketwide factors. In this framework, active risk represents the …
cannot be explained by marketwide factors. In this framework, active risk represents the …
The limitations of standard deviation as a measure of bond portfolio risk
BH Wander, R D'Vari - The Journal of Wealth Management, 2003 - pm-research.com
The standard deviation of investment returns is widely accepted as the best, and perhaps
only commonly used indicator of portfolio risk in the investment management business. …
only commonly used indicator of portfolio risk in the investment management business. …
A preliminary valence-multipole potential energy model: Al-Si-HO system
MCF Wander, BR Bickmore - American Mineralogist, 2016 - degruyter.com
Here we test the concept that a potential energy model (force field) based on an expansion
of the bond-valence model can use molecular geometry to make a reasonable prediction of …
of the bond-valence model can use molecular geometry to make a reasonable prediction of …
Wandering black holes in bright disk galaxy halos
JM Bellovary, F Governato, TR Quinn… - The Astrophysical …, 2010 - iopscience.iop.org
… in which a wandering BH may be observed as a ULX. … We investigate situations where a
wandering BH could undergo … We first examine whether a wandering BH passing through a …
wandering BH could undergo … We first examine whether a wandering BH passing through a …
How to incorporate hedge funds and active portfolio management into an asset allocation framework
DM Bein, BH Wander - The Journal of Wealth Management, 2002 - pm-research.com
The authors start with the observation that traditional asset allocation processes fail to integrate
the two important sources of portfolio risk: systematic and active. They introduce a new …
the two important sources of portfolio risk: systematic and active. They introduce a new …
Why skillful managers prefer equal-weighted benchmarks
BH Wander - The Journal of Wealth Management, 2003 - pm-research.com
The author investigates the relationship between a manager's ability to add value and the
way the relevant benchmark index is constructed. He first observes that the larger the number …
way the relevant benchmark index is constructed. He first observes that the larger the number …
Luck versus Skill: Evaluating an Investment Manager's Track Record
DM Bein, BH Wander - The Journal of Investing, 2002 - pm-research.com
If a manager has an outstanding track record, how can we tell how much this past success
is due to luck versus skill? The complex nature of active portfolio management makes this …
is due to luck versus skill? The complex nature of active portfolio management makes this …
[HTML][HTML] Dynamics of intermediate mass black holes in globular clusters-Wander radius and anisotropy profiles
… As an indicator of the extension of the BH wander radius r wan , we extracted the radius
corresponding to the peak of f(r). We observe that (see Fig. 6) for fixed N while the peak of the …
corresponding to the peak of f(r). We observe that (see Fig. 6) for fixed N while the peak of the …
Hunting for wandering massive black holes
… associated with galaxy and BH coalescences. We find that when a wandering BH is fed with
… from radiatively inefficient accretion flows onto the wandering BH using a semianalytical two-…
… from radiatively inefficient accretion flows onto the wandering BH using a semianalytical two-…
Rates of tidal disruption of stars by massive central black holes
J Magorrian, S Tremaine - Monthly Notices of the Royal …, 1999 - academic.oup.com
… But the probability that any given one of these stars will be consumed is only graphic , so
that there would be a net decrease of ∼r t r 0 in the consumption rate if the BH wandering were …
that there would be a net decrease of ∼r t r 0 in the consumption rate if the BH wandering were …