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Improving risk forecasts for optimized portfolio
Menchero, Jose; Wang, Jun; Orr, D. J. - In: Financial analysts' journal : FAJ 68 (2012) 3, pp. 40-50
Persistent link: https://www.econbiz.de/10009680624
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Improving Risk Forecasts for Optimized Portfolios
Menchero, Jose; Wang, Jun; Orr, D J - In: Financial analysts' journal : FAJ 68 (2012) 3, pp. 40-51
Persistent link: https://www.econbiz.de/10009981901
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Custom factor attribution
Menchero, Jose; Poduri, Vijay - In: Financial analysts' journal : FAJ 64 (2008) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10003702552
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Decomposing global equity cross-sectional volatility
Menchero, Jose; Morozov, Andrei - In: Financial analysts' journal : FAJ 67 (2011) 5, pp. 58-68
Persistent link: https://www.econbiz.de/10009377246
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PERFORMANCE MEASUREMENT AND EVALUATION - Optimized Geometric Attribution
Menchero, Jose - In: Financial analysts' journal : FAJ 61 (2005) 4, pp. 60-69
Persistent link: https://www.econbiz.de/10006234904
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Multiperiod Arithmetic Attribution
Menchero, Jose - In: Financial analysts' journal : FAJ 60 (2004) 4, pp. 76-91
Persistent link: https://www.econbiz.de/10006244212
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Custom Factor Attribution
Menchero, Jose; Poduri, Vijay - In: Financial analysts' journal : FAJ 64 (2008) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10007992604
Cover Image
Decomposing Global Equity Cross-Sectional Volatility
Menchero, Jose; Morozov, Andrei - In: Financial analysts' journal : FAJ 67 (2011) 5, pp. 58-69
Persistent link: https://www.econbiz.de/10009343000