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Leverage aversion and risk parity
Asness, Clifford S.; Frazzini, Andrea; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 68 (2012) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10009558184
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Low-risk investing without industry bets
Asness, Cliff; Frazzini, Andrea; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 70 (2014) 4, pp. 24-41
Persistent link: https://www.econbiz.de/10010408345
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Deactivating active share
Frazzini, Andrea; Friedman, Jacques; Pomorski, Lukasz - In: Financial analysts' journal : FAJ 72 (2016) 2, pp. 14-21
Persistent link: https://www.econbiz.de/10011688039
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Buffet's alpha
Frazzini, Andrea; Kabiller, David; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 74 (2018) 4, pp. 35-55
Persistent link: https://www.econbiz.de/10011972780
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PORTFOLIO MANAGEMENT - Leverage Aversion and Risk Parity
Asness, Clifford S; Frazzini, Andrea; Pedersen, Lasse H - In: Financial analysts' journal : FAJ 68 (2012) 1, pp. 47-60
Persistent link: https://www.econbiz.de/10009832832