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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
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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
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How many independent bets are there?
Polakow, Daniel; Gebbie, Tim - In: The journal of asset management 9 (2008/09) 4, pp. 278-288
Persistent link: https://www.econbiz.de/10003772010
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Risk parity in US futures markets : invited editorial
Scherer, Bernd - In: The journal of asset management 13 (2012) 3, pp. 155-161
Persistent link: https://www.econbiz.de/10009568278
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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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Extreme risk and small investor behavior in developed markets
Switzer, Lorne N.; Wang, Jun; Lee, Seungho - In: The journal of asset management 18 (2017) 6, pp. 457-475
Persistent link: https://www.econbiz.de/10011844394
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Investment performance and holding periods : an investigation of the major UK asset classes
Alles, Lakshman; Murray, Louis - In: The journal of asset management 10 (2009/10) 5, pp. 280-292
Persistent link: https://www.econbiz.de/10003916927
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How the pandemic taught us to turn smart beta into real alpha
Kantos, Christopher; Di Bartolomeo, Dan - In: The journal of asset management 21 (2020) 7, pp. 581-590
Persistent link: https://www.econbiz.de/10012421070
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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