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~accessRights:"restricted"
~isPartOf:"The journal of asset management"
~person:"Vandenbroucke, Jürgen"
~person:"Yang, Chaojun"
~person:"Yu, Willie"
~subject:"Korrelation"
~subject:"Statistischer Fehler"
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Korrelation
Statistischer Fehler
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Vandenbroucke, Jürgen
Yang, Chaojun
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Kakushadze, Zura
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The journal of asset management
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Portfolio turnover when IC is time-varying
Ding, Zhuanxin
;
Martin, R. Douglas
;
Yang, Chaojun
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 609-622
Persistent link: https://www.econbiz.de/10012421074
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2
The role of correlation in risk profile portfolios
Vandenbroucke, Jürgen
- In:
The journal of asset management
18
(
2017
)
2
,
pp. 144-153
Persistent link: https://www.econbiz.de/10011695012
Saved in:
3
How to combine a billion alphas
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 64-80
Persistent link: https://www.econbiz.de/10011592763
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