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Dynamic asset allocation
Madhogarhia, Pawan K.
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Lam, Marco
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The journal of asset management
16
(
2015
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5
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pp. 293-302
Persistent link: https://www.econbiz.de/10011416515
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Multistage stochastic optimization for private equity investments
Reus, Lorenzo
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Mulvey, John M.
- In:
The journal of asset management
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2015
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5
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pp. 342-362
Persistent link: https://www.econbiz.de/10011416619
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Innovative currency risk management : the new life of the monetary model
Dupuy, Philippe
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Adjriou, Abdelak
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16
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2015
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6
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pp. 374-385
Persistent link: https://www.econbiz.de/10011416625
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The role of covered bonds in the minimum-variance portfolio
Sulku, Petri
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Falkenbach, Heidi
- In:
The journal of asset management
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2015
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6
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pp. 415-426
Persistent link: https://www.econbiz.de/10011416645
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Optimal portfolio leverage
Van Rensburg, Paul
- In:
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17
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2016
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1
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pp. 22-33
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Equity style allocation : a nonparametric approach
Subbiah, Mohan
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Fabozzi, Frank J.
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The journal of asset management
17
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2016
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3
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pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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On entropy and portfolio diversification
Pola, Gianni
- In:
The journal of asset management
17
(
2016
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4
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pp. 218-228
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A fundamental bond index including solvency criteria
Jong, Marielle de
;
Stagnol, Lauren
- In:
The journal of asset management
17
(
2016
)
4
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pp. 280-294
Persistent link: https://www.econbiz.de/10011504263
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Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
(
2016
)
1
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pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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Better portfolios with higher moments
Wilcox, Jarrod
- In:
The journal of asset management
21
(
2020
)
7
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pp. 569-580
Persistent link: https://www.econbiz.de/10012421067
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