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Risk parity optimality
Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G. - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
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Another look at momentum crashes : momentum in the European Monetary Union
Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766
Persistent link: https://www.econbiz.de/10011589714
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The optimal portfolio for the two-pillar mandatory pension system : the case of Poland
Kurach, Radosław; Kuśmierczyk, Paweł; Papla, Daniel - In: Applied economics 51 (2019) 23, pp. 2552-2565
Persistent link: https://www.econbiz.de/10012196717
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Beta, non-systematic risk and portfolio selection
Dowen, Richard J. - In: Applied economics 20 (1988) 2, pp. 221-228
Persistent link: https://www.econbiz.de/10001047162
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On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
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A scenarios approach to asset allocation
Gosling, Susan - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
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A heterogeneous model of disposition effect
Hung, Mao-Wei; Yu, Hsiao-yuan - In: Applied economics 38 (2006) 18, pp. 2147-2157
Persistent link: https://www.econbiz.de/10003385844
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State-value weighted entropy as a measure of investment risk
Nawrocki, David N.; Harding, William H. - In: Applied economics 18 (1986) 4, pp. 411-419
Persistent link: https://www.econbiz.de/10003570705
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The properties of equally weighted risk contribution portfolios
Maillard, Sébastien; Roncalli, Thierry; Teïletche, … - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
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Signal weighting
Grinold, Richard - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 24-34
Persistent link: https://www.econbiz.de/10008652181