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Beta matrix and common factors in stock returns

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Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance

Emons, Ben - 2015

Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income distribution. This book will teach you to look at...

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Common macro factors and currency premia

Filippou, Ilias; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1731-1763

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A multivariate model of strategic asset allocation with longevity risk

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Dynamic portfolio choice with linear rebalancing rules

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Capital commitment and performance : the role of mutual fund charges

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