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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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Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain - In: The journal of asset management 9 (2008/09) 3, pp. 178-192
Persistent link: https://www.econbiz.de/10003764508
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Diversifying in public real estate: the ex-post performance
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: The journal of asset management 8 (2007/08) 6, pp. 361-373
Persistent link: https://www.econbiz.de/10003632521
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Quantitative or momentum-based multi-style rotation? : UK experience
Clare, Andrew D.; Sapuric, Svetlana; Todorovic, Natasa - In: The journal of asset management 10 (2009/10) 6, pp. 370-381
Persistent link: https://www.econbiz.de/10003924923
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Markov-switching asset allocation : do profitable strategies exist?
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André - In: The journal of asset management 12 (2011) 5, pp. 310-321
Persistent link: https://www.econbiz.de/10009377004
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Investment choice and performance potential in the mutual fund industry
Adams, Zeno; Füss, Roland; Wohlschiess, Volker - In: The journal of asset management 13 (2012) 2, pp. 84-101
Persistent link: https://www.econbiz.de/10009550617
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Review of the performance and robustness of several investment strategies applied to an international equity portfolio
Nguyen, Tristan; Wörtche, Gerhard - In: The journal of asset management 13 (2012) 1, pp. 58-75
Persistent link: https://www.econbiz.de/10009550630
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"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?
Costa, Bruce A.; Jakob, Keith; Niblock, Scott J.; … - In: The journal of asset management 16 (2015) 6, pp. 386-400
Persistent link: https://www.econbiz.de/10011416630
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Are behavioural finance equity funds a superior investment? : a note on fund performance and market eficiency
Goodfellow, Christiane; Schiereck, Dirk; Wippler, Steffen - In: The journal of asset management 14 (2013) 2, pp. 111-119
Persistent link: https://www.econbiz.de/10009765820
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Factor attribution that adds up
Boer, Sanne de - In: The journal of asset management 13 (2012) 6, pp. 373-383
Persistent link: https://www.econbiz.de/10009693672