… DE Tierney was supported by the Mathematics Research Center, Madison, Wisconsin and
by the Wisconsin Alumni Research Foundation. The authors acknowledge this support with …

… by an appropriate mix of the four Richards & Tierney generic portfolios." Typically, the … and
the worst performances of the four Richards & Tierney generic portfolios has been over 20% a …

Many clients are reluctant to let their managers control the construction of custom benchmark
portfolios, believing managers will produce easily beaten, or" slow rabbit," benchmarks. It is …

An investigation into previous work dealing with various series expansions about the normal
distribution revealed little in the way of exact formulas for the terms in these expansions. In …

Performance evaluation implicitly assumes that a manager's investment rules are to be
compared against those of a valid benchmark. A valid benchmark will display certain properties …

… Tierney et al. review the recent advances in data collection, statistics, and modeling that
might help us better understand how rising levels of atmospheric carbon dioxide will affect future …

I have tried, in the title and subtitle of this book, to describe accurately its scope and nature.
It is not a complete account of medieval canonistic theories on Church government, for it …

Methods are provided for analyzing data of the “prefer A, prefer B, or no preference” type.
These methods take proper account, of the “no preference” results and avoid the ad hoc …

… We discuss these properties at length in Bailey, Richards, and Tierney [1988]. In brief, a
valid benchmark should represent a clearly defined, passive alternative investment that the PS …

This article presents a new graphical method for handling data of the “prefer A,” “prefer B,”
or “no preference” type. One novel and attractive feature of this analysis (in contrast to other …