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Developing practical investment resilience

Wilcox, Jarrod - In: The journal of portfolio management : JPM 48 (2021) 1, pp. 115-132

Persistent link: https://www.econbiz.de/10012656112

Better portfolios with higher moments

Wilcox, Jarrod - In: The journal of asset management 21 (2020) 7, pp. 569-580

Persistent link: https://www.econbiz.de/10012421067

Expected surplus growth compared with mean-variance optimization

Wilcox, Jarrod; Satchell, Stephen - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 145-159

Persistent link: https://www.econbiz.de/10012486057

Risk in risk aversion

Wilcox, Jarrod; Satchell, Stephen - In: The journal of portfolio management : JPM 49 (2022) 1, pp. 10-21

Persistent link: https://www.econbiz.de/10014232166

Better Dynamic Hedging

WILCOX, JARROD - In: The Journal of Risk Finance 2 (2001) 4, pp. 5-15

Many investors have been disappointed with the practical results of portfolio insurance programs, which attempt to achieve option‐like results through dynamic hedging. This article takes the simplest form of dynamic hedging, constant proportion portfolio insurance (CPPI), as a model for...

Persistent link: https://www.econbiz.de/10014901745

Editor's introduction for 2022 special issue on multi-asset strategies

Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 4, pp. 1-6

Persistent link: https://www.econbiz.de/10013175483

Editor's introduction for 2021 special issue on multi-asset strategies

Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 1-4

Persistent link: https://www.econbiz.de/10012486040

Contributions of The Journal of Fixed Income to Fixed-Income Analytics

Fabozzi, Frank J. - In: The journal of fixed income : JFI 32 (2022) 2, pp. 7-27

Persistent link: https://www.econbiz.de/10014231356

Contributions of The Journal of Fixed Income to MBS analysis

Fabozzi, Frank J. - In: The journal of fixed income : JFI 32 (2022) 2, pp. 28-52

Persistent link: https://www.econbiz.de/10014231357

Introduction to investing in emerging markets special issue

Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 8, pp. 1-4

Persistent link: https://www.econbiz.de/10014231883

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