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The virtue and vice of complexity in equity risk premium prediction

Jacobsen, Brian - In: The journal of financial data science 5 (2023) 3, pp. 80-87

Persistent link: https://www.econbiz.de/10014424053

Macroeconomics and the value premium

Jacobsen, Brian; Lee, Wai - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 241-252

Persistent link: https://www.econbiz.de/10012581614

When to diversify differently

Jacobsen, Brian; Scheiber, Matthias - In: The journal of portfolio management : JPM 48 (2022) 4, pp. 91-107

Persistent link: https://www.econbiz.de/10013175523

Climate change and asset allocation : a distinction that makes a difference

Jacobsen, Brian; Cheng, Eddie; Lee, Wai - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 123-134

Persistent link: https://www.econbiz.de/10012486054

Multi-asset strategies webinar : webinar summary

Fabozzi, Frank J. (panelist); Cavaglia, Stefano (panelist); … - In: The journal of portfolio management : JPM 49 (2023) 4, pp. 9-19

Persistent link: https://www.econbiz.de/10014232242

Income enhancement with options

Miller, Megan; Jacobsen, Brian; Vree, Martijn de - In: The journal of derivatives : JOD 29 (2022) 4, pp. 153-167

Persistent link: https://www.econbiz.de/10014231061

Inflation-plus investing : real returns for real investors

Jacobsen, Brian; Scheiber, Matthias - In: The journal of portfolio management : JPM 49 (2023) 6, pp. 34-51

Persistent link: https://www.econbiz.de/10014308879

Forecasting with distributional scaling

Jacobsen, Brian - In: Applied Financial Economics 20 (2010) 24, pp. 1891-1892

Option pricing and allocation tools in portfolio construction should be prospective - based on assumptions about how prices will change in the future. Most capital market assumptions used in portfolio construction are based on retrospective analysis, boiling down to simple calculations of...

Persistent link: https://www.econbiz.de/10008773792

Harvesting multi-asset carry, value, and momentum : work smarter, not harder

Jacobsen, Brian; Scheiber, Matthias - In: The journal of financial data science 4 (2022) 2, pp. 50-61

Persistent link: https://www.econbiz.de/10014232739