Within the Markowitz [1952] framework, total risk is quantified by the standard deviation of
returns. Tobin [1958] extended the Markowitz efficient frontier by adding the risk-free asset, …

Recent years have witnessed phenomenal growth in both the number and size of US based
international equity mutual funds. While the benefits of international diversification are well …

We examine the stability of market prices for 35 technology and 35 industrial stocks for the
period December 31, 1993 to October 31, 2002. A phase portrait plot of the detrended log …

The purpose of this study is to investigate the relationship between predictability in return
and investment strategy performance. Two measures that characterize investment strategies …

This panel will present various viewpoints regarding the impact of industry needs on what
and how we teach in the various information technology majors, including computer science. …

It is often argued that managed fund performance has not shown the ability to outperform
acceptable investment benchmarks. Managers with relatively high turnover, reflecting their …

In this study, a formula is derived for the period specific beta (market risk) for a portfolio of
financial assets that has been formed on the basis of directional forecasts. This is an important …

… We would like to thank our advisor, Kathryn Wilkens, for her support, dedication, and guidance
… However, it may give Professor Kathryn Wilkens and her associates in the hedge fund …

The purpose of this study was to examine, through quantitative and qualitative methods of
data collection, current special educator and general educator perceptions of inclusion and …

… Kathryn Wilkens Abstract Some consider investable hedge fund indices to be cost-effective
alternatives to funds of funds (FOFs) as means to gain access to “hedge fund beta.” If this …