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Risk parity, maximum diversification, and minimum variance : an analytic perspective
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 39-53
Persistent link: https://www.econbiz.de/10009750766
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Minimum-variance portfolio composition
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 31-45
Persistent link: https://www.econbiz.de/10009273928
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Stochastic-dominance tests of portfolio insurance strategies
Clarke, Roger G. - In: Advances in futures and options research : a research annual 5 (1991), pp. 185-202
Persistent link: https://www.econbiz.de/10001123289
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Stochastic dominance properties of option strategies
Clarke, Roger G. - In: Advances in futures and options research : a research annual 2 (1987), pp. 1-18
Persistent link: https://www.econbiz.de/10001081813
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Pure factor portfolios and multivariate regression analysis
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 16-31
Persistent link: https://www.econbiz.de/10011686841