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~isPartOf:"The journal of asset management"
~subject:"ARCH model"
~subject:"Portfolio selection"
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The journal of asset management
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Constraints in quantitative strategies : an alignment perspective
Saxena, Anureet
;
Martin, Chris
;
Stubbs, Robert A.
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 278-292
Persistent link: https://www.econbiz.de/10010237944
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12
Correlation surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
13
Simple and optimal alpha strategy selection and risk budgeting of Goodbye to 91.5 per cent and all that
Scott, Robert
- In:
The journal of asset management
12
(
2011
)
3
,
pp. 214-223
Persistent link: https://www.econbiz.de/10009297410
Saved in:
14
Portfolio selection in an
expected
shortfall
framework during the recent "credit crunch" period
Ho, Lan-chih
;
Cadle, John
;
Theobald, Michael
- In:
The journal of asset management
9
(
2008/09
)
2
,
pp. 121-137
Persistent link: https://www.econbiz.de/10003745639
Saved in:
15
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10003764508
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