Narrow search
Showing 1 - 10 of 72
Cover Image
Disentangling rebalancing return
Hallerbach, Winfried G. - In: The journal of asset management 15 (2014) 5, pp. 301-316
Persistent link: https://www.econbiz.de/10010476237
Cover Image
Capitalising on European analyst earnings estimates and recommendations during different volatility regime periods
Au, Andrea S. - In: The journal of asset management 8 (2007/08) 2, pp. 74-85
Persistent link: https://www.econbiz.de/10003502606
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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