A man adrift : being leaves from a nomad's portfolio /

Mode of access: Internet.

The portfolio : a collection of state papers and other documents and correspondence, historical, diplomatic and commercial.

Contiene: v.1-3.

A manuscript found in the portfolio of Las Casas, containing maxims and observations of Napoleon : collected during the last two years of his residence at St. Helena.

"Translated from the French" - t.p.

Le Portfolio, ou Collection de documens politiques relatifs à l'histoire contemporaine, tr. de l'anglais. t. 4, 6.

Title of English edition: The Portfolio, a collection of state papers, etc., illustrative of the history of our times.

Portfolio artistic monographs.

Mode of access: Internet.

Gleanings and groupings from a pastor's portfolio.

Preface signed: Alexandria, Va., December, 1851.

A mortal antipathy : first opening of the new portfolio /

Mode of access: Internet.

Racial and ethnic differences in wealth holdings and portfolio choices /

"April 2002."

Portfolio of fragments relative to the history and antiquities, topography and genealogies of the county palatine and duchy of Lancaster ...

"Substantially a reprint of the second edition of 1824."

Illustrated portfolio of Reformed churches of western Pennsylvania ...

Mode of access: Internet.

Portfolio diversification and filter rule profits

Previously, it has been shown that the profits from a simple market timing trading rule applied to a portfolio of shares can be affected by the inter-relationships between the returns of the component securities. In this short letter, the results from applying a more sophisticated 'filter' rule to the same data are reported. Unlike the simple trading rule, the filter rule does produce some evidence of economic profits.

The impact of portfolio diversification on trading rule profits:some evidence for UK share portfolios

This paper demonstrates how the autocorrelation structure of UK portfolio returns is linked to dynamic interrelationships among the component securities of that portfolio. Moreover, portfolio return autocorrelation is shown to be an increasing function of the number of securities in the portfolio. Since the security interrelationships seemed to be more a product of their history of non-synchronous trading than of systematic industry-related phenomena, it should not be possible to exploit the high levels of return persistence using trading rules. We show that rules designed to exploit this portfolio autocorrelation structure do not produce economic profits.