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Managing ambiguity in asset allocation
Kaya, Hakan - In: The journal of asset management 18 (2017) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10011704212
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Asset pricing and asymmetric reasoning
Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon X.; … - In: Journal of political economy 123 (2015) 1, pp. 66-122
Persistent link: https://www.econbiz.de/10010513938
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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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Dynamic asset allocation
Madhogarhia, Pawan K.; Lam, Marco - In: The journal of asset management 16 (2015) 5, pp. 293-302
Persistent link: https://www.econbiz.de/10011416515
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Constraints in quantitative strategies : an alignment perspective
Saxena, Anureet; Martin, Chris; Stubbs, Robert A. - In: The journal of asset management 14 (2013) 5, pp. 278-292
Persistent link: https://www.econbiz.de/10010237944
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No arbitrage conditions and expected returns when assets have different β's in up and down markets
Xu, Peter; Pettit, R. Richardson - In: The journal of asset management 15 (2014) 1, pp. 62-71
Persistent link: https://www.econbiz.de/10010370069
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The international diversification puzzle is not as bad as you think
Heathcote, Jonathan; Perri, Fabrizio - In: Journal of political economy 121 (2013) 6, pp. 1108-1159
Persistent link: https://www.econbiz.de/10010255658
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On entropy and portfolio diversification
Pola, Gianni - In: The journal of asset management 17 (2016) 4, pp. 218-228
Persistent link: https://www.econbiz.de/10011504204
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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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Russian-doll risk models
Kakushadze, Zura - In: The journal of asset management 16 (2015) 3, pp. 170-185
Persistent link: https://www.econbiz.de/10011413287