Narrow search
Showing 1 - 10 of 300
Cover Image
The Maximum Diversification index
Diyarbakırlıoğlu, Erkin; Satman, Mehmet H. - In: The journal of asset management 14 (2013) 6, pp. 400-409
Persistent link: https://www.econbiz.de/10010258476
Cover Image
Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
Cover Image
Portfolio optimisation in an uncertain world
Jong, Marielle de - In: The journal of asset management 19 (2018) 4, pp. 216-221
Persistent link: https://www.econbiz.de/10011891167
Cover Image
Diversification effect of standard and optimized carry trades
Reichenecker, Jurij-Andrei - In: The European journal of finance 25 (2019) 8, pp. 745-761
Persistent link: https://www.econbiz.de/10012207026
Cover Image
Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Litterman, mean-variance, and naïve diversification approaches
Bessler, Wolfgang; Opfer, Heiko; Wolff, Dominik - In: The European journal of finance 23 (2017) 1/3, pp. 1-30
Persistent link: https://www.econbiz.de/10011736211
Cover Image
The cyclical behaviour of commodities
Pereira, Marcelo; Ramos, Sofia B.; Dias, José G. - In: The European journal of finance 23 (2017) 10/12, pp. 1107-1128
Persistent link: https://www.econbiz.de/10011741466
Cover Image
Skewed distributions in finance and actuarial science : a review
Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281
Persistent link: https://www.econbiz.de/10011419878
Cover Image
Adaptive universal portfolios
O'Sullivan, Patrick; Edelman, David - In: The European journal of finance 21 (2015) 4/6, pp. 337-351
Persistent link: https://www.econbiz.de/10010528186
Cover Image
Portfolio selection in the presence of systemic risk
Biglova, Almira; Ortobelli, Sergio; Fabozzi, Frank J. - In: The journal of asset management 15 (2014) 5, pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Cover Image
Optimal derivatives : portfolios, payoffs and preferences
O'Sullivan, Patrick; Edelman, David - In: The European journal of finance 22 (2016) 10/12, pp. 1224-1236
Persistent link: https://www.econbiz.de/10011715385