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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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Modelling European sovereign bond yields with international portfolio effects
Martin, Franck; Zhang, Jiangxingyun - In: Economic modelling 64 (2017), pp. 178-200
Persistent link: https://www.econbiz.de/10011756656
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Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework
Pantelous, Athanasios A. - In: Economic modelling 25 (2008) 4, pp. 658-675
Persistent link: https://www.econbiz.de/10003791242
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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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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
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Efficient replication of factor retturns : theory and applications
Melas, Dimitris; Suryanarayanan, Raghu; Cavaglia, Stefano - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
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Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald; Vliet, Willem Nicolaas van - In: The journal of portfolio management : a publication of … 38 (2011/12) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
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Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David; Boudt, Kris - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 68-81
Persistent link: https://www.econbiz.de/10011432240