Stock return momentum and reversal

I Figelman - Journal of Portfolio Management, 2007 - search.proquest.com
… In Figelman [2007], I argue that managers’ manipulation of earnings combined with slow
dissemination and interpretation of news enhances intermediateterm momentum. …

Expected return and risk of covered call strategies

I Figelman - Journal of Portfolio Management, 2008 - search.proquest.com
This article provides a theoretical framework for analyzing a covered-call stock index
strategy relative to the underlying stock index itself. The framework proposed allows for the …

Interaction of stock return momentum with earnings measures

I Figelman - Financial Analysts Journal, 2007 - Taylor & Francis
Examination of the interaction of stock return momentum with various earnings measures
finds that large-capitalization companies with poor past returns and high return on equity (ROE…

Effect of non-normality dynamics on the expected return of options

I Figelman - Journal of Portfolio Management, 2009 - search.proquest.com
The author shows that, somewhat surprisingly, the real-world expected value of an at-the-money
call option does not increase when stock index returns are assumed to follow a more …

Optimal active risk budgeting model

I Figelman - Journal of Portfolio Management, 2004 - search.proquest.com
A structured global optimization model budgets a fund's total active risk (tracking error)
among its asset classes or across investment managers. Its objective is to maximize total fund …

Black–Litterman with a factor structure applied to multi-asset portfolios

I Figelman - Journal of Portfolio Management, 2018 - search.proquest.com
In this article, the author directly incorporates a standard factor structure into the Black–Litterman
(BL) framework that can be applied to a wide array of mean–variance optimization …

Evaluation of system providing feedback to students on videotaped patient encounters

…, S Lazoritz, WL Ebbeling, AR Figelman… - Academic …, 1986 - journals.lww.com
A technique in which feedback is provided on videotaped performances to teach interview
and examination skills in a pediatric clerkship was evaluated with a single-blind, controlled …

[CITATION][C] Heat treatment of tungsten with rapid electroheating

YM Bogatyrev, MA Figel'man - Metal Science and Heat Treatment, 1970 - Springer
Conclusions 1. To improve the plastic characteristics of cold-worked powder metallurgy
tungsten it is expedient to use a rapid electrothermal treatment in a vacuum chamber with …

[CITATION][C] Electrothermal treatment of molybdenum

YM Bogatyrev, MA Figel'man - Metal Science and Heat Treatment, 1972 - Springer
Conclusions 1. Rapid electrothermal treatment can be used for thin-walled molybdenum parts
to improve the ductility of the material after cold deformation. 2. To improve the ductility of …

GALVANIC COATINGS OF STRUCTURAL STEELS

MA Figel'man - Metalloved. i Termicheskaya Obrabotka Metal., 1960 - osti.gov
Although Cr--Ni steels are not used very often with galvanic coatings, their austenitic character
makes an investigation of their interaction with such coating of great interest. It was found …