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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
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An evaluation of Chinese securities investment fund performance
Gao, Jun; O'Sullivan, Niall; Sherman, Meadhbh - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 249-259
Persistent link: https://www.econbiz.de/10012417614
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The best of both worlds : forecasting US equity market returns using a hybrid machine learning-time series approach
Wang, Haifeng; Ahluwalia, Harshdeep Singh; … - In: The journal of financial data science 3 (2021) 2, pp. 9-20
Persistent link: https://www.econbiz.de/10012519234
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Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios
Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; … - In: The journal of financial data science 3 (2021) 2, pp. 51-69
Persistent link: https://www.econbiz.de/10012519242
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Building cross-sectional systematic strategies by learning to rank
Poh, Daniel; Lim, Bryan; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 3 (2021) 2, pp. 70-86
Persistent link: https://www.econbiz.de/10012519246
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A machine learning approach in regime-switching risk parity portfolios
Uysal, A. Sinem; Mulvey, John M. - In: The journal of financial data science 3 (2021) 2, pp. 87-108
Persistent link: https://www.econbiz.de/10012519262
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Style rotation revisited
Galakis, John; Vrontos, Ioannis; Vrontos, Spyridon - In: The journal of financial data science 3 (2021) 2, pp. 110-133
Persistent link: https://www.econbiz.de/10012519266
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Window dressing in equity mutual funds
Hung, Pi-Hsia; Lien, Da-hsiang Donald; Kuo, Ming-Sin - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 338-354
Persistent link: https://www.econbiz.de/10012431323
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The contribution of market movements, asset allocation and active management to Islamic equity funds’ performance
Peillex, Jonathan; Erragragui, Elias; Bitar, Mohammad; … - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 32-38
Persistent link: https://www.econbiz.de/10012296891
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Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The journal of asset management 20 (2019) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10012059737