D. Dibartolomeo

发表

Growth/Value/Momentum Returns as a Function of the Cross-sectional Dispersion of Stock Returns

D. Dibartolomeo, 2003 .

Global Market Impact: What we know, what we don't know

D. Dibartolomeo, 2006 .

Approximating the Confidence Intervals for Sharpe Style Weights

Angelo Lobosco, Dan DiBartolomeo, D. Dibartolomeo, 1997 .

The Long-Term Performance of a Social Investment Universe

D. Dibartolomeo, L. Kurtz, 2011, The Journal of Investing.

Word from the editors and the CQA Board

D. Dibartolomeo, M. Jong, Daniel J. Cardell, 2020, Journal of Asset Management.

The KLD Catholic Values 400 Index

D. Dibartolomeo, L. Kurtz, 2005 .

Integrating Physical Real Estate and Infrastructure Assets in Enterprise Risk Management

D. Dibartolomeo, 2015 .

Risk of Equity Securities and Portfolios

D. Dibartolomeo, 1999 .

Comments on the Efficacy of Sign Constraints in Portfolio Construction

D. Dibartolomeo, 2010 .

A Radical Proposal for the Operation of Multi-Manager Investment Funds

D. Dibartolomeo, 1999 .

Equity Risk, Credit Risk, Default Correlation, and Corporate Sustainability

D. Dibartolomeo, 2010, The Journal of Investing.

Implementation of Equity Return Forecasting Methods

D. Dibartolomeo, 1998 .

How the pandemic taught us to turn smart beta into real alpha

D. Dibartolomeo, Christopher Kantos, 2020, Journal of Asset Management.

Multiple alpha sources and portfolio design

D. Dibartolomeo, Marielle de Jong, 2021, Journal of Asset Management.

Equity portfolio risk estimation using market information and sentiment

Gautam Mitra, G. Mitra, Leela Mitra, 2009 .

Investment Management for Taxable Private Investors

J. Wilcox, D. Dibartolomeo, Jeffrey E. Horvitz, 2008 .

Socially Screened Portfolios

D. Dibartolomeo, L. Kurtz, 1996 .