id	sid	eid	entity	type
fsr-3879	1	1	michael e. hanna	PERSON
fsr-3879	1	2	joseph p. mccormack	PERSON
fsr-3879	1	3	grady perdue* university	PERSON
fsr-3879	1	4	2700	CARDINAL
fsr-3879	1	5	bay area blvd	LOC
fsr-3879	1	6	houston	GPE
fsr-3879	1	7	tx	GPE
fsr-3879	1	8	77058	DATE
fsr-3879	2	1	ten years	DATE
fsr-3879	2	2	g-7	ORG
fsr-3879	3	1	500	CARDINAL
fsr-3879	3	2	two	CARDINAL
fsr-3879	3	3	two	CARDINAL
fsr-3879	4	1	ten-year	DATE
fsr-3879	4	2	the s & p 500dominates	ORG
fsr-3879	4	3	the s & p 500	ORG
fsr-3879	4	4	g-7	ORG
fsr-3879	5	1	1999	DATE
fsr-3879	5	2	science inc.	ORG
fsr-3879	7	1	1	CARDINAL
fsr-3879	8	1	american	NORP
fsr-3879	9	1	today	DATE
fsr-3879	10	1	the united states	GPE
fsr-3879	13	1	281	CARDINAL
fsr-3879	14	1	8 (1999	DATE
fsr-3879	14	2	37–45	CARDINAL
fsr-3879	15	1	1999	DATE
fsr-3879	15	2	science inc.	ORG
fsr-3879	19	1	today	DATE
fsr-3879	20	1	american	NORP
fsr-3879	21	1	the united states	GPE
fsr-3879	30	1	2	CARDINAL
fsr-3879	30	2	at least the past 25 years	DATE
fsr-3879	31	1	1974	DATE
fsr-3879	32	1	half	CARDINAL
fsr-3879	34	1	1991	DATE
fsr-3879	35	1	michaud	PERSON
fsr-3879	35	2	bergstrom	PERSON
fsr-3879	35	3	1996	DATE
fsr-3879	35	4	the preceding twenty years	DATE
fsr-3879	38	1	wahab	PERSON
fsr-3879	38	2	khandwala	GPE
fsr-3879	38	3	1993	DATE
fsr-3879	38	4	american	NORP
fsr-3879	39	1	38	CARDINAL
fsr-3879	39	2	hanna et al	PERSON
fsr-3879	39	3	8 (1999	DATE
fsr-3879	39	4	37–45	CARDINAL
fsr-3879	39	5	russell	PERSON
fsr-3879	39	6	1998	DATE
fsr-3879	39	7	adrs	ORG
fsr-3879	40	1	russell	PERSON
fsr-3879	41	1	lim	PERSON
fsr-3879	41	2	1992	DATE
fsr-3879	43	1	speidell	ORG
fsr-3879	43	2	1992	DATE
fsr-3879	44	1	1996	DATE
fsr-3879	45	1	1996	DATE
fsr-3879	45	2	europe	LOC
fsr-3879	45	3	far east	LOC
fsr-3879	45	4	500portfolio	CARDINAL
fsr-3879	46	1	speidell	ORG
fsr-3879	47	1	bergstrom	PERSON
fsr-3879	47	2	1996	DATE
fsr-3879	49	1	boucrelle	PERSON
fsr-3879	49	2	1996	DATE
fsr-3879	51	1	aiello	PERSON
fsr-3879	51	2	chieffe	PERSON
fsr-3879	51	3	1999	DATE
fsr-3879	53	1	ho, milevsky	GPE
fsr-3879	53	2	robinson	PERSON
fsr-3879	53	3	1999	DATE
fsr-3879	53	4	recent years	DATE
fsr-3879	53	5	canadian	NORP
fsr-3879	53	6	american	NORP
fsr-3879	54	1	two	CARDINAL
fsr-3879	55	1	3	CARDINAL
fsr-3879	55	2	six	CARDINAL
fsr-3879	55	3	g-7	ORG
fsr-3879	56	1	six	CARDINAL
fsr-3879	56	2	canada	GPE
fsr-3879	56	3	the united kingdom	GPE
fsr-3879	56	4	france	GPE
fsr-3879	56	5	germany	GPE
fsr-3879	56	6	italy	GPE
fsr-3879	56	7	japan	GPE
fsr-3879	57	1	seven	CARDINAL
fsr-3879	58	1	the s & p 500	ORG
fsr-3879	58	2	the toronto stock exchange	ORG
fsr-3879	58	3	300	CARDINAL
fsr-3879	58	4	london	GPE
fsr-3879	58	5	paris	GPE
fsr-3879	58	6	40	DATE
fsr-3879	58	7	frankfurt	GPE
fsr-3879	58	8	milan	GPE
fsr-3879	58	9	mlbtel	PRODUCT
fsr-3879	58	10	tokyo	GPE
fsr-3879	58	11	225	CARDINAL
fsr-3879	59	1	ten years	DATE
fsr-3879	59	2	january 1988 to december 1997	DATE
fsr-3879	60	1	monthly	DATE
fsr-3879	61	1	seven	CARDINAL
fsr-3879	61	2	first	ORDINAL
fsr-3879	61	3	39m.e	CARDINAL
fsr-3879	62	1	hanna et al	PERSON
fsr-3879	62	2	8 (1999	DATE
fsr-3879	62	3	inthe wall street journal	ORG
fsr-3879	63	1	the same trading days	DATE
fsr-3879	64	1	united states	ORG
fsr-3879	65	1	monthly	DATE
fsr-3879	65	2	u.s.	GPE
fsr-3879	65	3	seven	CARDINAL
fsr-3879	68	1	the s & p 500	ORG
fsr-3879	70	1	the s & p 500index	ORG
fsr-3879	71	1	the s & p	ORG
fsr-3879	71	2	500	CARDINAL
fsr-3879	73	1	the s & p	ORG
fsr-3879	73	2	500	CARDINAL
fsr-3879	74	1	100%	PERCENT
fsr-3879	74	2	500portfolio	CARDINAL
fsr-3879	74	3	60%	PERCENT
fsr-3879	74	4	500 and 40%	PERCENT
fsr-3879	76	1	monthly	DATE
fsr-3879	76	2	the s & p	ORG
fsr-3879	76	3	500	CARDINAL
fsr-3879	77	1	a month	DATE
fsr-3879	77	2	the s & p	ORG
fsr-3879	77	3	500goes	CARDINAL
fsr-3879	78	1	the s & p 500	ORG
fsr-3879	79	1	ten-year	DATE
fsr-3879	80	1	4	CARDINAL
fsr-3879	80	2	monthly	DATE
fsr-3879	80	3	seven	CARDINAL
fsr-3879	80	4	1	CARDINAL
fsr-3879	80	5	the united states	GPE
fsr-3879	80	6	1	CARDINAL
fsr-3879	80	7	monthly	DATE
fsr-3879	80	8	annual	DATE
fsr-3879	80	9	monthly	DATE
fsr-3879	80	10	s & p	ORG
fsr-3879	80	11	500	CARDINAL
fsr-3879	80	12	london	GPE
fsr-3879	80	13	0.069647	MONEY
fsr-3879	80	14	0.056440	ORG
fsr-3879	80	15	frankfurt	GPE
fsr-3879	80	16	0.011019 0.140548	MONEY
fsr-3879	80	17	0.051593	MONEY
fsr-3879	80	18	tokyo	GPE
fsr-3879	80	19	20.026882	CARDINAL
fsr-3879	80	20	m.e	ORG
fsr-3879	80	21	hanna et al	PERSON
fsr-3879	80	22	8 (1999	DATE
fsr-3879	80	23	37–45	CARDINAL
fsr-3879	81	1	the united states	GPE
fsr-3879	81	2	monthly	DATE
fsr-3879	81	3	annual	DATE
fsr-3879	82	1	seven	CARDINAL
fsr-3879	82	2	the united states	GPE
fsr-3879	84	1	frankfurt	GPE
fsr-3879	84	2	sixty percent	PERCENT
fsr-3879	84	3	the s & p 500	ORG
fsr-3879	85	1	toronto	GPE
fsr-3879	85	2	300	CARDINAL
fsr-3879	85	3	the s & p 500	ORG
fsr-3879	85	4	canadian	NORP
fsr-3879	85	5	less than half	CARDINAL
fsr-3879	85	6	the s & p 500.	ORG
fsr-3879	86	1	2	CARDINAL
fsr-3879	86	2	seven	CARDINAL
fsr-3879	87	1	united states	ORG
fsr-3879	89	1	the united states	GPE
fsr-3879	89	2	the toronto exchange	ORG
fsr-3879	89	3	the milan exchange	ORG
fsr-3879	90	1	the s & p	ORG
fsr-3879	90	2	500	CARDINAL
fsr-3879	90	3	six	CARDINAL
fsr-3879	90	4	the s & p	ORG
fsr-3879	90	5	500	CARDINAL
fsr-3879	91	1	3	CARDINAL
fsr-3879	92	1	milan	GPE
fsr-3879	94	1	the s & p	ORG
fsr-3879	94	2	500	CARDINAL
fsr-3879	94	3	six	CARDINAL
fsr-3879	95	1	two	CARDINAL
fsr-3879	96	1	the s &	ORG
fsr-3879	96	2	2	CARDINAL
fsr-3879	96	3	s & p	ORG
fsr-3879	96	4	500	CARDINAL
fsr-3879	96	5	toronto	GPE
fsr-3879	96	6	london	GPE
fsr-3879	96	7	paris	GPE
fsr-3879	96	8	frankfurt milan	ORG
fsr-3879	97	1	tokyo	GPE
fsr-3879	97	2	500	CARDINAL
fsr-3879	97	3	0.6023 1	MONEY
fsr-3879	97	4	london	GPE
fsr-3879	97	5	0.3743 0.3542 1	MONEY
fsr-3879	97	6	paris	GPE
fsr-3879	97	7	frankfurt	GPE
fsr-3879	97	8	0.1607 0.1872	PRODUCT
fsr-3879	98	1	tokyo	GPE
fsr-3879	98	2	0.2371	CARDINAL
fsr-3879	98	3	0.2082	MONEY
fsr-3879	98	4	3	CARDINAL
fsr-3879	98	5	s & p	ORG
fsr-3879	98	6	500	CARDINAL
fsr-3879	98	7	toronto	GPE
fsr-3879	98	8	0.707	CARDINAL
fsr-3879	98	9	london	GPE
fsr-3879	98	10	paris	GPE
fsr-3879	98	11	0.896 6.26a	CARDINAL
fsr-3879	98	12	25.1	CARDINAL
fsr-3879	98	13	frankfurt	GPE
fsr-3879	98	14	0.667	CARDINAL
fsr-3879	98	15	16.6 milan	MONEY
fsr-3879	98	16	0.437 1.76 2.6	QUANTITY
fsr-3879	98	17	tokyo	GPE
fsr-3879	98	18	0.592 2.64a 5.6	MONEY
fsr-3879	98	19	0.01	CARDINAL
fsr-3879	99	1	41m.e	CARDINAL
fsr-3879	100	1	hanna et al	PERSON
fsr-3879	100	2	8 (1999	DATE
fsr-3879	100	3	37–45	CARDINAL
fsr-3879	100	4	500	CARDINAL
fsr-3879	100	5	100 percent to 60%	PERCENT
fsr-3879	102	1	fig	ORG
fsr-3879	103	1	1	CARDINAL
fsr-3879	103	2	the united states	GPE
fsr-3879	103	3	s & p	ORG
fsr-3879	103	4	500	CARDINAL
fsr-3879	103	5	300	CARDINAL
fsr-3879	104	1	the united states	GPE
fsr-3879	104	2	100 percent	PERCENT
fsr-3879	104	3	united states	ORG
fsr-3879	104	4	only 60%	PERCENT
fsr-3879	105	1	100%	PERCENT
fsr-3879	105	2	only 60%	PERCENT
fsr-3879	105	3	u.s.	GPE
fsr-3879	107	1	one	CARDINAL
fsr-3879	108	1	the united states	GPE
fsr-3879	109	1	united states	GPE
fsr-3879	109	2	non-united states	GPE
fsr-3879	109	3	toronto	GPE
fsr-3879	109	4	london	GPE
fsr-3879	109	5	paris	GPE
fsr-3879	109	6	frankfurt	GPE
fsr-3879	109	7	milan	GPE
fsr-3879	109	8	tokyo	GPE
fsr-3879	110	1	100%	PERCENT
fsr-3879	110	2	500portfolio	CARDINAL
fsr-3879	111	1	the s & p	ORG
fsr-3879	111	2	500	CARDINAL
fsr-3879	112	1	100%	PERCENT
fsr-3879	112	2	500	CARDINAL
fsr-3879	112	3	two	CARDINAL
fsr-3879	115	1	two	CARDINAL
fsr-3879	115	2	the united states	GPE
fsr-3879	117	1	two	CARDINAL
fsr-3879	117	2	two	CARDINAL
fsr-3879	117	3	the united states	GPE
fsr-3879	118	1	42	CARDINAL
fsr-3879	118	2	hanna et al	PERSON
fsr-3879	118	3	8 (1999	DATE
fsr-3879	118	4	37–45 4.1	CARDINAL
fsr-3879	120	1	two	CARDINAL
fsr-3879	121	1	the united states	GPE
fsr-3879	121	2	non-united	NORP
fsr-3879	122	1	american	NORP
fsr-3879	122	2	three	CARDINAL
fsr-3879	122	3	two	CARDINAL
fsr-3879	123	1	four	CARDINAL
fsr-3879	123	2	the united states	GPE
fsr-3879	124	1	four	CARDINAL
fsr-3879	125	1	four	CARDINAL
fsr-3879	127	1	4	CARDINAL
fsr-3879	127	2	the united states	GPE
fsr-3879	127	3	six	CARDINAL
fsr-3879	127	4	g-7	ORG
fsr-3879	128	1	four	CARDINAL
fsr-3879	128	2	two	CARDINAL
fsr-3879	128	3	the united states	GPE
fsr-3879	128	4	non-united	NORP
fsr-3879	129	1	first	ORDINAL
fsr-3879	129	2	4	CARDINAL
fsr-3879	129	3	toronto	GPE
fsr-3879	130	1	4	CARDINAL
fsr-3879	130	2	monthly	DATE
fsr-3879	130	3	toronto s & p	ORG
fsr-3879	130	4	59	CARDINAL
fsr-3879	130	5	s & p	ORG
fsr-3879	130	6	13 29	CARDINAL
fsr-3879	130	7	london s & p	ORG
fsr-3879	130	8	52	CARDINAL
fsr-3879	130	9	s & p	ORG
fsr-3879	130	10	18	CARDINAL
fsr-3879	130	11	paris s & p	ORG
fsr-3879	130	12	49	CARDINAL
fsr-3879	130	13	s & p	ORG
fsr-3879	130	14	11 31	CARDINAL
fsr-3879	130	15	frankfurt	GPE
fsr-3879	130	16	58 19	CARDINAL
fsr-3879	130	17	s & p	ORG
fsr-3879	130	18	19 23	CARDINAL
fsr-3879	130	19	milan s & p	ORG
fsr-3879	130	20	38	CARDINAL
fsr-3879	130	21	s & p	ORG
fsr-3879	130	22	23 19	CARDINAL
fsr-3879	130	23	tokyo	GPE
fsr-3879	130	24	42	CARDINAL
fsr-3879	130	25	s & p	ORG
fsr-3879	130	26	20	CARDINAL
fsr-3879	131	1	hanna et al	PERSON
fsr-3879	131	2	8 (1999	DATE
fsr-3879	131	3	37–45	CARDINAL
fsr-3879	131	4	toronto	GPE
fsr-3879	131	5	59	CARDINAL
fsr-3879	131	6	119	CARDINAL
fsr-3879	131	7	monthly	DATE
fsr-3879	131	8	500	CARDINAL
fsr-3879	131	9	toronto	GPE
fsr-3879	131	10	300	CARDINAL
fsr-3879	132	1	u.s.	GPE
fsr-3879	132	2	59	CARDINAL
fsr-3879	132	3	toronto	GPE
fsr-3879	132	4	new york	GPE
fsr-3879	133	1	29	CARDINAL
fsr-3879	134	1	one	CARDINAL
fsr-3879	135	1	two	CARDINAL
fsr-3879	135	2	88	CARDINAL
fsr-3879	135	3	119	CARDINAL
fsr-3879	135	4	74%	PERCENT
fsr-3879	135	5	two	CARDINAL
fsr-3879	136	1	18	CARDINAL
fsr-3879	136	2	the united states	GPE
fsr-3879	136	3	toronto	GPE
fsr-3879	137	1	15%	PERCENT
fsr-3879	138	1	one	CARDINAL
fsr-3879	138	2	106	CARDINAL
fsr-3879	138	3	119	CARDINAL
fsr-3879	140	1	the united states	GPE
fsr-3879	140	2	toronto	GPE
fsr-3879	141	1	only 13	CARDINAL
fsr-3879	141	2	13	CARDINAL
fsr-3879	141	3	only 11 percent	PERCENT
fsr-3879	141	4	10-year	DATE
fsr-3879	144	1	4	CARDINAL
fsr-3879	144	2	four	CARDINAL
fsr-3879	144	3	five	CARDINAL
fsr-3879	145	1	23	CARDINAL
fsr-3879	145	2	19%	PERCENT
fsr-3879	145	3	milan	GPE
fsr-3879	145	4	only 11	CARDINAL
fsr-3879	145	5	9%	PERCENT
fsr-3879	145	6	paris	GPE
fsr-3879	145	7	cac	GPE
fsr-3879	147	1	2	CARDINAL
fsr-3879	147	2	4	CARDINAL
fsr-3879	148	1	the united states	GPE
fsr-3879	148	2	4	CARDINAL
fsr-3879	150	1	toronto	GPE
fsr-3879	150	2	second	ORDINAL
fsr-3879	151	1	four	CARDINAL
fsr-3879	152	1	5	CARDINAL
fsr-3879	153	1	the united states	GPE
fsr-3879	154	1	the decade	DATE
fsr-3879	155	1	44	CARDINAL
fsr-3879	155	2	m.e	ORG
fsr-3879	155	3	hanna et al	PERSON
fsr-3879	155	4	8 (1999	DATE
fsr-3879	155	5	37–45	CARDINAL
fsr-3879	155	6	g-7	ORG
fsr-3879	155	7	the united states	GPE
fsr-3879	157	1	the last ten years	DATE
fsr-3879	160	1	the decade from 1988 through 1997	DATE
fsr-3879	160	2	the united states	GPE
fsr-3879	162	1	aiello	ORG
fsr-3879	162	2	s. & chieffe	ORG
fsr-3879	162	3	1999	DATE
fsr-3879	163	1	portfolio.finan serv	GPE
fsr-3879	163	2	8(1	CARDINAL
fsr-3879	163	3	29–37	CARDINAL
fsr-3879	164	1	bailey	GPE
fsr-3879	164	2	w., & lim	ORG
fsr-3879	164	3	j. (	PERSON
fsr-3879	164	4	1992	DATE
fsr-3879	165	1	74–80	CARDINAL
fsr-3879	166	1	f., & litterman	ORG
fsr-3879	166	2	r.	GPE
fsr-3879	166	3	1991	DATE
fsr-3879	167	1	optimization.finan anal j	ORG
fsr-3879	167	2	48(5	DATE
fsr-3879	167	3	28–43	GPE
fsr-3879	168	1	ho, k., milevsky	PERSON
fsr-3879	168	2	m.a.	GPE
fsr-3879	168	3	1999	DATE
fsr-3879	169	1	risk.finan serv	GPE
fsr-3879	169	2	8(1	CARDINAL
fsr-3879	169	3	13–27	CARDINAL
fsr-3879	170	1	michaud	PERSON
fsr-3879	170	2	r. o.	PERSON
fsr-3879	170	3	bergstrom	PERSON
fsr-3879	170	4	g. l.	PERSON
fsr-3879	170	5	r. d.	PERSON
fsr-3879	170	6	b. k.	PERSON
fsr-3879	170	7	1996	DATE
fsr-3879	171	1	twenty years	DATE
fsr-3879	171	2	risks?j	PRODUCT
fsr-3879	172	1	b. w.	PERSON
fsr-3879	172	2	1999	DATE
fsr-3879	173	1	38–40(february	CARDINAL
fsr-3879	174	1	russell	PERSON
fsr-3879	174	2	j. w.	PERSON
fsr-3879	174	3	1998	DATE
fsr-3879	175	1	securities.finan serv rev	GPE
fsr-3879	175	2	7(2	CARDINAL
fsr-3879	176	1	95–106	DATE
fsr-3879	177	1	sinquefield	GPE
fsr-3879	177	2	r. a.	PERSON
fsr-3879	177	3	1996	DATE
fsr-3879	179	1	b. h. (	PERSON
fsr-3879	179	2	1974	DATE
fsr-3879	180	1	domestically?finan anal j	ORG
fsr-3879	180	2	30(4	CARDINAL
fsr-3879	180	3	48–54	DATE
fsr-3879	181	1	b.	PERSON
fsr-3879	181	2	boucrelle	GPE
fsr-3879	181	3	c., & le	ORG
fsr-3879	181	4	1996	DATE
fsr-3879	182	1	volatility.finan anal j	GPE
fsr-3879	182	2	17–34	CARDINAL
fsr-3879	183	1	speidell	ORG
fsr-3879	183	2	l. s.	PERSON
fsr-3879	183	3	r.	PERSON
fsr-3879	183	4	1992	DATE
fsr-3879	184	1	world.j	ORG
fsr-3879	185	1	wahab	PERSON
fsr-3879	185	2	m., & khandwala	ORG
fsr-3879	185	3	a.	PERSON
fsr-3879	185	4	1993	DATE
fsr-3879	186	1	19(2	DATE
fsr-3879	186	2	75–82	CARDINAL
fsr-3879	187	1	45m.e	DATE
fsr-3879	188	1	hanna et al	PERSON
fsr-3879	188	2	8 (1999	DATE
fsr-3879	188	3	37–45	CARDINAL