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Search: person:"Stubbs, Robert A."
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Portfolio selection
5
Portfolio-Management
5
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2
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constraints
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factor alignment
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factor alignment problems (FAP)
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factor risk model
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mean variance optimization (MVO)
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portfolio optimization
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English
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Stubbs, Robert A.
13
Saxena, Anureet
7
Ceria, Sebastián
3
Stubbs, Robert A
3
Sivaramakrishnan, Kartik
2
Vandenbussche, Dieter
2
Brown, Melissa R.
1
Ceria, Sebastian
1
Jeet, Vishv
1
Martin, Chris
1
Mehrotra, Sanjay
1
Shioda, Romy
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The journal of portfolio management : a publication of Institutional Investor
5
Journal of risk
2
The journal of asset management
2
The journal of investing
2
Institutional investor
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of investment management : JOIM
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
The journal of impact and ESG investing
1
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ECONIS (ZBW)
10
OLC EcoSci
6
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1
Green efficient frontiers : practical considerations in constructing sustainability portfolios
Stubbs, Robert A.
;
Brown, Melissa R.
- In:
The journal of impact and ESG investing
4
(
2023
)
1
,
pp. 128-142
Persistent link: https://www.econbiz.de/10014536428
Saved in:
2
Alpha construction in a consistent investment process
Ceria, Sebastián
;
Sivaramakrishnan, Kartik
;
Stubbs, …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 257-274)
.
2017
Persistent link: https://www.econbiz.de/10011603244
Saved in:
3
Adjusted factor-based performance attribution
Stubbs, Robert A.
;
Jeet, Vishv
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 67-78
Persistent link: https://www.econbiz.de/10011686763
Saved in:
4
Augmented risk models to mitigate factor alignment problems
Saxena, Anureet
;
Stubbs, Robert A.
- In:
Journal of investment management : JOIM
13
(
2015
)
3
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011635344
Saved in:
5
The alpha alignment factor : a solution to the underestimation of risk for optimized active portfolios
Saxena, Anureet
;
Stubbs, Robert A.
- In:
Journal of risk
15
(
2012/13
)
3
,
pp. 3-37
Persistent link: https://www.econbiz.de/10009732845
Saved in:
6
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
Saved in:
7
Improving the investment process with a custom risk model : a case study with the GLER model
Sivaramakrishnan, Kartik
;
Stubbs, Robert A.
- In:
The journal of investing
22
(
2013
)
4
,
pp. 129-147
Persistent link: https://www.econbiz.de/10010357084
Saved in:
8
RESEARCH PAPERS - The alpha alignment factor: A solution to the underestimation of risk for optimized active portfolios
Saxena, Anureet
;
Stubbs, Robert A
- In:
Journal of risk
15
(
2013
)
3
,
pp. 3-38
Persistent link: https://www.econbiz.de/10010104414
Saved in:
9
Factor alignment problems and quantitative portfolio management
Ceria, Sebastián
;
Saxena, Anureet
;
Stubbs, Robert A.
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10009669838
Saved in:
10
An empirical case study of factor alignment problems using the USER model
Saxena, Anureet
;
Stubbs, Robert A.
- In:
The journal of investing
21
(
2012
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10009671683
Saved in:
1
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