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Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong; Meister, Bernhard K. - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
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Demystifying managed futures
Hurst, Brian; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of investment management : JOIM 11 (2013) 3, pp. 42-58
Persistent link: https://www.econbiz.de/10010195994
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Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
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Learning and portfolio decisions for CRRA investors
Longo, Michele; Mainini, Alessandra - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
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Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian; Proelss, Juliane; Schweizer, Denis - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
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How do factor premia vary over time? : a century of evidence
Ilmanen, Antti; Israel, Ronen; Lee, Rachel; Moskowitz, … - In: Journal of investment management : JOIM 19 (2021) 4, pp. 15-57
Persistent link: https://www.econbiz.de/10013164702
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A market signal-based alternative to buy-and-hold investing
Saha, Atanu; Xu, Yong - In: Journal of investment management : JOIM 19 (2021) 3, pp. 81-98
Persistent link: https://www.econbiz.de/10013041093
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Measuring risk preferences and asset-allocation decisions : a global survey analysis
Lo, Andrew W.; Remorov, Alexander; Ben Chaouch, Zied - In: Journal of investment management : JOIM 18 (2020) 3, pp. 5-50
Persistent link: https://www.econbiz.de/10012589063
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Active investing and the efficiency of security markets
Wermers, Russ - In: Journal of investment management : JOIM 19 (2021) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10012814349
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What happens with more funds than stocks? Analysis of crowding in style factors and individual equities
Madhavan, Ananth Narayan; Sobczyk, Aleksander; Ang, Andrew - In: Journal of investment management : JOIM 19 (2021) 2, pp. 4-28
Persistent link: https://www.econbiz.de/10012815028