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Search: person:"Ellis, Dianne"
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The journal of beta investment strategies
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The journal of portfolio management : JPM
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Tactical asset allocation, risk premia, and the business cycle : a macro regime approach
De Longis, Alessio
;
Ellis, Dianne
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 103-126
Persistent link: https://www.econbiz.de/10014232254
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2
Measuring sector cyclicality : a factor-based approach
De Longis, Alessio
;
Zanin, Daniel
;
Ellis, Dianne
- In:
The journal of beta investment strategies
13
(
2022
)
4
,
pp. 147-162
Persistent link: https://www.econbiz.de/10014233113
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