id	sid	eid	entity	type
fsr-3876	1	1	s1057-0810(99)00029-3	TIME
fsr-3876	1	2	scott aielloa	PERSON
fsr-3876	1	3	natalie chieffeb	PERSON
fsr-3876	1	4	boston	GPE
fsr-3876	1	5	ma, usa bohio university, college of business, finance department	ORG
fsr-3876	1	6	athens	GPE
fsr-3876	1	7	oh 45701	DATE
fsr-3876	4	1	monthly	DATE
fsr-3876	4	2	nine	CARDINAL
fsr-3876	4	3	january 1989 through december 1997	DATE
fsr-3876	5	1	the s & p	ORG
fsr-3876	5	2	500index	CARDINAL
fsr-3876	6	1	the s & p	ORG
fsr-3876	6	2	500	CARDINAL
fsr-3876	7	1	1999	DATE
fsr-3876	7	2	science inc.	ORG
fsr-3876	9	1	jel	ORG
fsr-3876	9	2	1	CARDINAL
fsr-3876	12	1	three	CARDINAL
fsr-3876	16	1	740-593-9320	CARDINAL
fsr-3876	17	1	address:chieffe@ohio.edu	PERSON
fsr-3876	17	2	n. chieffe	PERSON
fsr-3876	17	3	8 (1999	DATE
fsr-3876	18	1	27–35	CARDINAL
fsr-3876	18	2	1999	DATE
fsr-3876	18	3	science inc.	ORG
fsr-3876	20	1	s1057-0810(99)00029-3	TIME
fsr-3876	24	1	one	CARDINAL
fsr-3876	24	2	american	NORP
fsr-3876	25	1	americans	NORP
fsr-3876	26	1	the united states	GPE
fsr-3876	26	2	second	ORDINAL
fsr-3876	28	1	third	ORDINAL
fsr-3876	28	2	american	NORP
fsr-3876	29	1	u.s.	GPE
fsr-3876	29	2	american	NORP
fsr-3876	31	1	adrs	ORG
fsr-3876	32	1	fourth	ORDINAL
fsr-3876	37	1	third	ORDINAL
fsr-3876	38	1	fourth	ORDINAL
fsr-3876	40	1	2	CARDINAL
fsr-3876	40	2	2.1	CARDINAL
fsr-3876	41	1	1990	DATE
fsr-3876	41	2	about 56%	PERCENT
fsr-3876	42	1	russell	PERSON
fsr-3876	42	2	1998	DATE
fsr-3876	43	1	u.s.	GPE
fsr-3876	43	2	adrs, mncs	ORG
fsr-3876	43	3	new york	GPE
fsr-3876	44	1	u.s.	GPE
fsr-3876	45	1	glen	PERSON
fsr-3876	45	2	1990	DATE
fsr-3876	46	1	u.s.	GPE
fsr-3876	47	1	28	CARDINAL
fsr-3876	47	2	s. aiello	PERSON
fsr-3876	47	3	n. chieffe	PERSON
fsr-3876	47	4	8 (1999	DATE
fsr-3876	47	5	27–35	CARDINAL
fsr-3876	48	1	glen	PERSON
fsr-3876	49	1	october 1987	DATE
fsr-3876	51	1	eun	PERSON
fsr-3876	51	2	kolodny	GPE
fsr-3876	51	3	resnick	ORG
fsr-3876	51	4	1991	DATE
fsr-3876	52	1	1968	DATE
fsr-3876	52	2	sharpe	PERSON
fsr-3876	52	3	1966	DATE
fsr-3876	52	4	1965	DATE
fsr-3876	53	1	thirteen	CARDINAL
fsr-3876	53	2	ten	CARDINAL
fsr-3876	53	3	the s & p	ORG
fsr-3876	53	4	500	CARDINAL
fsr-3876	53	5	s & p 500	ORG
fsr-3876	54	1	morgan stanley capital international (msci	ORG
fsr-3876	54	2	only two	CARDINAL
fsr-3876	55	1	u.s.	GPE
fsr-3876	55	2	s & p500	ORG
fsr-3876	56	1	u.s.	GPE
fsr-3876	56	2	canadian	NORP
fsr-3876	57	1	1995	DATE
fsr-3876	57	2	one-tenth	CARDINAL
fsr-3876	58	1	apap	ORG
fsr-3876	58	2	collins	PERSON
fsr-3876	58	3	1994	DATE
fsr-3876	58	4	u.s.	GPE
fsr-3876	59	1	the u.s. dollar exchange rate	ORG
fsr-3876	59	2	more than one	CARDINAL
fsr-3876	60	1	1994	DATE
fsr-3876	62	1	ho, milevsky	PERSON
fsr-3876	62	2	robinson	PERSON
fsr-3876	62	3	1999	DATE
fsr-3876	63	1	u.s.	GPE
fsr-3876	64	1	2.2	CARDINAL
fsr-3876	65	1	1992	DATE
fsr-3876	66	1	1998	DATE
fsr-3876	66	2	at least 6%	PERCENT
fsr-3876	67	1	khanna	PERSON
fsr-3876	67	2	1996	DATE
fsr-3876	69	1	speidell	ORG
fsr-3876	69	2	1992	DATE
fsr-3876	74	1	aiello	ORG
fsr-3876	74	2	n. chieffe	PERSON
fsr-3876	74	3	8 (1999	DATE
fsr-3876	74	4	27–35 2.3	CARDINAL
fsr-3876	75	1	1996	DATE
fsr-3876	76	1	bogle	ORG
fsr-3876	76	2	1998	DATE
fsr-3876	78	1	mcleod	PERSON
fsr-3876	78	2	1997	DATE
fsr-3876	79	1	hogan	PERSON
fsr-3876	79	2	1994	DATE
fsr-3876	81	1	2.4	CARDINAL
fsr-3876	82	1	u.s.	GPE
fsr-3876	83	1	one	CARDINAL
fsr-3876	83	2	the s & p	ORG
fsr-3876	83	3	500	CARDINAL
fsr-3876	83	4	1998	DATE
fsr-3876	84	1	more than 38%	PERCENT
fsr-3876	84	2	european	NORP
fsr-3876	85	1	1985	DATE
fsr-3876	85	2	1988	DATE
fsr-3876	85	3	msci	ORG
fsr-3876	87	1	one	CARDINAL
fsr-3876	92	1	about five	CARDINAL
fsr-3876	92	2	u.s.	GPE
fsr-3876	93	1	2.5	CARDINAL
fsr-3876	94	1	glen	PERSON
fsr-3876	94	2	1990	DATE
fsr-3876	94	3	eun	PERSON
fsr-3876	94	4	kolodny	GPE
fsr-3876	94	5	resnick	ORG
fsr-3876	94	6	1991	DATE
fsr-3876	94	7	1995	DATE
fsr-3876	94	8	apap	ORG
fsr-3876	94	9	collins	PERSON
fsr-3876	94	10	1994	DATE
fsr-3876	94	11	1994	DATE
fsr-3876	95	1	divecha	PERSON
fsr-3876	95	2	1992	DATE
fsr-3876	95	3	1998	DATE
fsr-3876	95	4	khanna	PERSON
fsr-3876	95	5	1996	DATE
fsr-3876	95	6	1992	DATE
fsr-3876	96	1	gruber	PERSON
fsr-3876	96	2	1996	DATE
fsr-3876	96	3	bogle	PERSON
fsr-3876	96	4	1998	DATE
fsr-3876	96	5	mcleod	PERSON
fsr-3876	96	6	1997	DATE
fsr-3876	96	7	hogan	PERSON
fsr-3876	96	8	1994	DATE
fsr-3876	98	1	robinson	PERSON
fsr-3876	98	2	1999	DATE
fsr-3876	98	3	u.s.	GPE
fsr-3876	100	1	30	CARDINAL
fsr-3876	100	2	s. aiello	PERSON
fsr-3876	100	3	n. chieffe	PERSON
fsr-3876	100	4	8 (1999	DATE
fsr-3876	100	5	27–35 3	DATE
fsr-3876	102	1	first	ORDINAL
fsr-3876	102	2	monthly	DATE
fsr-3876	102	3	nine	CARDINAL
fsr-3876	102	4	the s & p	ORG
fsr-3876	102	5	500benchmark	CARDINAL
fsr-3876	103	1	jensen	PERSON
fsr-3876	104	1	1966	DATE
fsr-3876	105	1	sharpe	PERSON
fsr-3876	105	2	5	CARDINAL
fsr-3876	105	3	2	CARDINAL
fsr-3876	105	4	1	CARDINAL
fsr-3876	106	1	1965	DATE
fsr-3876	106	2	5	CARDINAL
fsr-3876	106	3	2	CARDINAL
fsr-3876	106	4	2	CARDINAL
fsr-3876	107	1	1968	DATE
fsr-3876	108	1	jensen	PERSON
fsr-3876	110	1	5	CARDINAL
fsr-3876	110	2	#	CARDINAL
fsr-3876	110	3	2	CARDINAL
fsr-3876	110	4	2 @bi	CARDINAL
fsr-3876	110	5	# m	MONEY
fsr-3876	110	6	2	CARDINAL
fsr-3876	111	1	#	CARDINAL
fsr-3876	111	2	3	CARDINAL
fsr-3876	111	3	# m	MONEY
fsr-3876	113	1	the s & p 500	ORG
fsr-3876	114	1	1	CARDINAL
fsr-3876	114	2	the s & p	ORG
fsr-3876	114	3	500returns	CARDINAL
fsr-3876	114	4	2	CARDINAL
fsr-3876	114	5	the s & p 500	ORG
fsr-3876	115	1	monthly	DATE
fsr-3876	115	2	nine	CARDINAL
fsr-3876	116	1	31s	DATE
fsr-3876	117	1	aiello	ORG
fsr-3876	117	2	n. chieffe	PERSON
fsr-3876	117	3	8 (1999	DATE
fsr-3876	117	4	27–35	CARDINAL
fsr-3876	118	1	january 1988 through	DATE
fsr-3876	118	2	december 1997	DATE
fsr-3876	120	1	msci	ORG
fsr-3876	121	1	the s & p 500	ORG
fsr-3876	121	2	u.s.	GPE
fsr-3876	122	1	the three month	DATE
fsr-3876	122	2	u.s.	GPE
fsr-3876	122	3	treasury	ORG
fsr-3876	122	4	bill yield	PERSON
fsr-3876	124	1	4.	CARDINAL
fsr-3876	124	2	1	CARDINAL
fsr-3876	124	3	nine	CARDINAL
fsr-3876	124	4	the s & p500	ORG
fsr-3876	125	1	the 1988 to 1997	DATE
fsr-3876	125	2	monthly	DATE
fsr-3876	125	3	0.0076 or	PERCENT
fsr-3876	125	4	0.76%	PERCENT
fsr-3876	126	1	monthly	DATE
fsr-3876	126	2	the s & p 500	ORG
fsr-3876	126	3	0.0120	CARDINAL
fsr-3876	126	4	1.2%	PERCENT
fsr-3876	127	1	nine	CARDINAL
fsr-3876	127	2	only two	CARDINAL
fsr-3876	127	3	the s & p 500index	ORG
fsr-3876	128	1	monthly	DATE
fsr-3876	128	2	1.37%	PERCENT
fsr-3876	128	3	0.04%	PERCENT
fsr-3876	129	1	0.0345	CARDINAL
fsr-3876	130	1	the s & p 500	ORG
fsr-3876	130	2	0.0348	PRODUCT
fsr-3876	131	1	the europe & middle east	ORG
fsr-3876	132	1	0.0560	CARDINAL
fsr-3876	133	1	500	CARDINAL
fsr-3876	133	2	2	CARDINAL
fsr-3876	134	1	the s & p 500	ORG
fsr-3876	135	1	af	PERSON
fsr-3876	135	2	500	CARDINAL
fsr-3876	137	1	the s & p	ORG
fsr-3876	137	2	500	CARDINAL
fsr-3876	137	3	sharpe	NORP
fsr-3876	137	4	0.2140	CARDINAL
fsr-3876	138	1	the s & p 500index	ORG
fsr-3876	139	1	1	CARDINAL
fsr-3876	139	2	s & p	ORG
fsr-3876	139	3	500	CARDINAL
fsr-3876	139	4	monthly	DATE
fsr-3876	139	5	500	CARDINAL
fsr-3876	139	6	500	CARDINAL
fsr-3876	139	7	1.20%	PERCENT
fsr-3876	139	8	0.0348 europe	ORG
fsr-3876	139	9	0.50%	PERCENT
fsr-3876	139	10	0.0496	ORG
fsr-3876	139	11	u.s.	GPE
fsr-3876	139	12	0.50%	PERCENT
fsr-3876	139	13	0.0481 pacific (p	ORG
fsr-3876	139	14	0.04%	PERCENT
fsr-3876	139	15	0.0662	ORG
fsr-3876	139	16	europe & middle east	LOC
fsr-3876	139	17	0.80%	PERCENT
fsr-3876	139	18	1.09%	PERCENT
fsr-3876	139	19	0.0621	ORG
fsr-3876	139	20	1.37%	PERCENT
fsr-3876	139	21	0.0612	ORG
fsr-3876	139	22	markets americas free	ORG
fsr-3876	139	23	1.21%	PERCENT
fsr-3876	139	24	0.0345	CARDINAL
fsr-3876	139	25	u.s.	GPE
fsr-3876	139	26	acw	ORG
fsr-3876	139	27	0.50%	PERCENT
fsr-3876	139	28	0.0466	CARDINAL
fsr-3876	139	29	0.80%	PERCENT
fsr-3876	139	30	0.0520	CARDINAL
fsr-3876	139	31	500	CARDINAL
fsr-3876	139	32	0.76%	PERCENT
fsr-3876	139	33	s. aiello	PERSON
fsr-3876	139	34	n. chieffe	PERSON
fsr-3876	139	35	8 (1999	DATE
fsr-3876	139	36	27–35	CARDINAL
fsr-3876	139	37	four	CARDINAL
fsr-3876	139	38	the s & p 500.	ORG
fsr-3876	140	1	0.0050	CARDINAL
fsr-3876	140	2	the s & p	ORG
fsr-3876	140	3	500treynor	CARDINAL
fsr-3876	140	4	0.0074	CARDINAL
fsr-3876	141	1	the s & p 500index	ORG
fsr-3876	142	1	four	CARDINAL
fsr-3876	142	2	the s & p 500	ORG
fsr-3876	143	1	jensen	PERSON
fsr-3876	144	1	the s & p	ORG
fsr-3876	144	2	500	CARDINAL
fsr-3876	144	3	jensen	PERSON
fsr-3876	145	1	the s & p 500outperforms	ORG
fsr-3876	146	1	the s & p	ORG
fsr-3876	146	2	500	CARDINAL
fsr-3876	146	3	jensen	PERSON
fsr-3876	147	1	the s & p 500,	ORG
fsr-3876	147	2	three	CARDINAL
fsr-3876	148	1	1996	DATE
fsr-3876	148	2	u.s.	GPE
fsr-3876	149	1	3	CARDINAL
fsr-3876	149	2	the s & p500	ORG
fsr-3876	149	3	1	CARDINAL
fsr-3876	149	4	1	CARDINAL
fsr-3876	149	5	1	CARDINAL
fsr-3876	150	1	1 ep 1	QUANTITY
fsr-3876	150	2	1	CARDINAL
fsr-3876	150	3	4	CARDINAL
fsr-3876	150	4	monthly	DATE
fsr-3876	150	5	monthly	DATE
fsr-3876	152	1	the s & p	ORG
fsr-3876	152	2	500index	CARDINAL
fsr-3876	153	1	the s & p 500	ORG
fsr-3876	153	2	w	ORG
fsr-3876	153	3	the s & p	ORG
fsr-3876	154	1	500	CARDINAL
fsr-3876	154	2	4	CARDINAL
fsr-3876	154	3	nine	CARDINAL
fsr-3876	154	4	the s & p	ORG
fsr-3876	154	5	500	CARDINAL
fsr-3876	154	6	1	CARDINAL
fsr-3876	154	7	5	CARDINAL
fsr-3876	156	1	2	CARDINAL
fsr-3876	156	2	s & p	ORG
fsr-3876	156	3	500	CARDINAL
fsr-3876	156	4	sharpe treynor jensen	ORG
fsr-3876	156	5	s & p	ORG
fsr-3876	157	1	500	CARDINAL
fsr-3876	157	2	0.07	CARDINAL
fsr-3876	157	3	0.22 1 0.01	CARDINAL
fsr-3876	157	4	acw	ORG
fsr-3876	157	5	0.01	CARDINAL
fsr-3876	157	6	0.01	CARDINAL
fsr-3876	157	7	20.06	CARDINAL
fsr-3876	157	8	0.15 3	CARDINAL
fsr-3876	158	1	aiello	ORG
fsr-3876	158	2	n. chieffe	PERSON
fsr-3876	158	3	8 (1999	DATE
fsr-3876	158	4	27–35	CARDINAL
fsr-3876	158	5	af	ORG
fsr-3876	158	6	the s & p	ORG
fsr-3876	158	7	500	CARDINAL
fsr-3876	160	1	between 0.31% and 94%	PERCENT
fsr-3876	160	2	the s & p 500	ORG
fsr-3876	162	1	u.s.	GPE
fsr-3876	163	1	5	CARDINAL
fsr-3876	164	1	the s & p	ORG
fsr-3876	164	2	500benchmark	CARDINAL
fsr-3876	165	1	sharpe	PERSON
fsr-3876	165	2	jensen	PERSON
fsr-3876	165	3	the s & p 500	ORG
fsr-3876	166	1	3	CARDINAL
fsr-3876	166	2	s & p	ORG
fsr-3876	166	3	500	CARDINAL
fsr-3876	166	4	0.003	CARDINAL
fsr-3876	166	5	20.016	CARDINAL
fsr-3876	166	6	20.199	MONEY
fsr-3876	166	7	21.501	CARDINAL
fsr-3876	166	8	acw	ORG
fsr-3876	166	9	21.959	CARDINAL
fsr-3876	166	10	21.475	CARDINAL
fsr-3876	166	11	29.582	CARDINAL
fsr-3876	166	12	25.906	MONEY
fsr-3876	166	13	6.157	CARDINAL
fsr-3876	166	14	20.599	CARDINAL
fsr-3876	166	15	25.046	MONEY
fsr-3876	166	16	0.153	CARDINAL
fsr-3876	166	17	1.440	MONEY
fsr-3876	166	18	95%	PERCENT
fsr-3876	167	1	4	CARDINAL
fsr-3876	167	2	s & p	ORG
fsr-3876	167	3	500	CARDINAL
fsr-3876	168	1	0.0086	CARDINAL
fsr-3876	169	1	0.2438	CARDINAL
fsr-3876	169	2	0.0112	CARDINAL
fsr-3876	169	3	20.0008	CARDINAL
fsr-3876	169	4	1.0086	MONEY
fsr-3876	169	5	0.9404	CARDINAL
fsr-3876	169	6	0.0096	CARDINAL
fsr-3876	169	7	0.2186	CARDINAL
fsr-3876	169	8	0.0098 0.3178 5.2955	MONEY
fsr-3876	169	9	0.1920 w	MONEY
fsr-3876	169	10	0.2047	CARDINAL
fsr-3876	169	11	0.0083	CARDINAL
fsr-3876	169	12	0.1523	CARDINAL
fsr-3876	169	13	99%	PERCENT
fsr-3876	170	1	34	CARDINAL
fsr-3876	170	2	s. aiello	PERSON
fsr-3876	170	3	n. chieffe	PERSON
fsr-3876	170	4	8 (1999	DATE
fsr-3876	170	5	27–35	CARDINAL
fsr-3876	174	1	apap, a., & collins	ORG
fsr-3876	174	2	1994	DATE
fsr-3876	175	1	47–54	DATE
fsr-3876	176	1	bogle	PERSON
fsr-3876	176	2	j. c.	PERSON
fsr-3876	176	3	1998	DATE
fsr-3876	177	1	24(4	CARDINAL
fsr-3876	177	2	34–42	CARDINAL
fsr-3876	177	3	r. e.	PERSON
fsr-3876	177	4	j. d.	PERSON
fsr-3876	177	5	1990	DATE
fsr-3876	178	1	finan 45	DATE
fsr-3876	178	2	497–521	CARDINAL
fsr-3876	179	1	divecha	PERSON
fsr-3876	179	2	a. b.	PERSON
fsr-3876	179	3	j., & stefek	ORG
fsr-3876	179	4	1992	DATE
fsr-3876	180	1	41–50	DATE
fsr-3876	181	1	droms	ORG
fsr-3876	181	2	w. g.	PERSON
fsr-3876	181	3	d. a.	PERSON
fsr-3876	181	4	1994	DATE
fsr-3876	182	1	17	CARDINAL
fsr-3876	182	2	1–14	DATE
fsr-3876	182	3	eun	PERSON
fsr-3876	182	4	c. s.	PERSON
fsr-3876	182	5	kolodny	GPE
fsr-3876	182	6	b. g.	PERSON
fsr-3876	182	7	1991	DATE
fsr-3876	183	1	17	CARDINAL
fsr-3876	184	1	gruber	PERSON
fsr-3876	184	2	m. j. (	PERSON
fsr-3876	184	3	1996	DATE
fsr-3876	185	1	783–810	DATE
fsr-3876	186	1	ho, k., milevsky	PERSON
fsr-3876	186	2	m.a.	GPE
fsr-3876	186	3	1999	DATE
fsr-3876	187	1	risk.finan serv	GPE
fsr-3876	187	2	8(1	CARDINAL
fsr-3876	187	3	13–27	CARDINAL
fsr-3876	188	1	hogan	ORG
fsr-3876	188	2	p. h. (1994	ORG
fsr-3876	189	1	7(1	DATE
fsr-3876	189	2	j. e. & coggin	ORG
fsr-3876	189	3	t. d.	NORP
fsr-3876	189	4	1990	DATE
fsr-3876	190	1	17(1	CARDINAL
fsr-3876	190	2	33–36	CARDINAL
fsr-3876	191	1	jensen	PERSON
fsr-3876	191	2	m. c.	PERSON
fsr-3876	191	3	1968	DATE
fsr-3876	192	1	389–416	DATE
fsr-3876	193	1	khanna	PERSON
fsr-3876	193	2	a. (	PERSON
fsr-3876	193	3	1996	DATE
fsr-3876	194	1	31(2	CARDINAL
fsr-3876	195	1	d. k.	PERSON
fsr-3876	195	2	r. f. (	PERSON
fsr-3876	195	3	1997	DATE
fsr-3876	196	1	finan	GPE
fsr-3876	196	2	20	CARDINAL
fsr-3876	196	3	175–190	DATE
fsr-3876	197	1	s. j.	PERSON
fsr-3876	197	2	1998	DATE
fsr-3876	198	1	24, 93–100	DATE
fsr-3876	199	1	russell	PERSON
fsr-3876	199	2	j.	PERSON
fsr-3876	199	3	1998	DATE
fsr-3876	200	1	securities.finan serv rev	ORG
fsr-3876	200	2	7(2	CARDINAL
fsr-3876	201	1	95–106	DATE
fsr-3876	202	1	sharpe	PERSON
fsr-3876	202	2	w.	PERSON
fsr-3876	202	3	1966	DATE
fsr-3876	203	1	39(1	CARDINAL
fsr-3876	203	2	119–38	DATE
fsr-3876	204	1	r. (	PERSON
fsr-3876	204	2	1996	DATE
fsr-3876	206	1	b. h. (	PERSON
fsr-3876	206	2	1995	DATE
fsr-3876	207	1	domestically?finan anal j	NORP
fsr-3876	207	2	51(1	CARDINAL
fsr-3876	208	1	speidell	ORG
fsr-3876	208	2	l. s.	PERSON
fsr-3876	208	3	r.	PERSON
fsr-3876	208	4	1992	DATE
fsr-3876	209	1	world.j	ORG
fsr-3876	209	2	treynor	ORG
fsr-3876	209	3	j.	PERSON
fsr-3876	209	4	1965	DATE
fsr-3876	210	1	43(1	CARDINAL
fsr-3876	210	2	63–75	DATE
fsr-3876	210	3	35s	DATE
fsr-3876	211	1	aiello	ORG
fsr-3876	211	2	n. chieffe	PERSON
fsr-3876	211	3	8 (1999	DATE
fsr-3876	211	4	27–35	CARDINAL