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~person:"Ang, Andrew"
~subject:"Portfolio selection"
~subject:"Volatility"
~subject:"Welt"
~subject:"portfolio construction"
~type:"article"
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Portfolio selection
Volatility
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portfolio construction
Portfolio-Management
22
Theorie
18
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18
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10
Kapitaleinkommen
10
USA
10
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10
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7
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6
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23
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Ang, Andrew
Fabozzi, Frank J.
133
Satchell, Stephen
56
Wong, Wing Keung
52
Escobar, Marcos
44
McAleer, Michael
44
Račev, Svetlozar T.
42
Zagst, Rudi
40
Hammoudeh, Shawkat
37
Maurer, Raimond
37
Platen, Eckhard
36
Tiwari, Aviral Kumar
36
Zaremba, Adam
36
Guidolin, Massimo
35
Korn, Ralf
35
Bollerslev, Tim
34
Gupta, Rangan
34
Jarrow, Robert A.
34
Auer, Benjamin R.
33
Prigent, Jean-Luc
33
Kraft, Holger
32
Martellini, Lionel
32
Kang, Sang Hoon
31
Markowitz, Harry
31
Wong, Hoi Ying
31
Faff, Robert W.
30
Gollier, Christian
30
Li, Duan
30
Bouri, Elie
29
Carr, Peter
29
Levy, Haim
29
Madan, Dilip B.
29
Nguyen, Duc Khuong
29
Siu, Tak Kuen
29
Zhou, Guofu
29
Lo, Andrew W.
28
Mensi, Walid
28
Voigt, Stefan
27
Young, Virginia R.
27
Branger, Nicole
26
Chiarella, Carl
26
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Journal of financial economics
3
The journal of portfolio management : JPM
3
The journal of portfolio management : a publication of Institutional Investor
3
Journal of investment management : JOIM
2
The review of financial studies
2
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Climate investing : new strategies and implementation challenges
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
The journal of investing : JOI
1
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1
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ECONIS (ZBW)
23
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1
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
2
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
3
Factor investing webinar
Ang, Andrew
;
Bender, Jennifer
;
DeSilva, Harindra
; …
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 264-275
Persistent link: https://www.econbiz.de/10014308135
Saved in:
4
Factors with style
Kimura, Keiko
;
Schwaiger, Katharina
;
Sharma, Deepika
; …
- In:
The journal of investing : JOI
30
(
2021
)
3
,
pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
Saved in:
5
Active Paris-aligned equity investing
Schwaiger, Katharina
;
Snow, Jim
;
Wendt, Viktoria-Sophie
; …
- In:
Climate investing : new strategies and implementation …
,
(pp. 123-140)
.
2022
Persistent link: https://www.econbiz.de/10014249468
Saved in:
6
Factors and advisor portfolios
Lawler, Brian
;
Mossman, Brett
;
Nolan, Patrick
;
Ang, Andrew
- In:
The journal of wealth management
22
(
2020
)
4
,
pp. 37-61
Persistent link: https://www.econbiz.de/10012302826
Saved in:
7
Index + factors + alpha
Ang, Andrew
;
Chen, Linxi
;
Gates, Michael
;
Henderson, Paul D.
- In:
Financial analysts journal : FAJ
77
(
2021
)
4
,
pp. 45-64
Persistent link: https://www.econbiz.de/10012650888
Saved in:
8
What happens with more funds than stocks? Analysis of crowding in style factors and individual equities
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
;
Ang, Andrew
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 4-28
Persistent link: https://www.econbiz.de/10012815028
Saved in:
9
Macro factor model : application to liquid private portfolios
Gladstone, Scott
;
Madhavan, Ananth Narayan
;
Rana, Anita
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 72-90
Persistent link: https://www.econbiz.de/10012503369
Saved in:
10
Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew
;
Hogan, Kedreth C.
;
Shores, Sara
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 145-155
Persistent link: https://www.econbiz.de/10011847731
Saved in:
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