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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
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Quantifying the skewness loss of diversification
Xiong, James X.; Idzorek, Thomas M. - In: Journal of investment management : JOIM 17 (2019) 2, pp. 76-88
Persistent link: https://www.econbiz.de/10012254280
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The dynamics of volatility and correlation during periods of crisis : implications for active asset management
Esposito, Marcello - In: The journal of asset management 17 (2016) 3, pp. 135-140
Persistent link: https://www.econbiz.de/10011485140
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Further evidence in support of a low-volatility anomaly : optimizing buy-and-hold portfolios by minimizing historical aggregate volatility
Maguire, Phil; Kelly, Stephen; Miller, Robert; Moser, … - In: The journal of asset management 18 (2017) 4, pp. 326-339
Persistent link: https://www.econbiz.de/10011741592
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Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 10 (2009/10) 1, pp. 37-62
Persistent link: https://www.econbiz.de/10003853609
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Decentralized downside risk management
Reed, Andrea; Tiu, Cristian; Yoeli, Uzi - In: Journal of investment management : JOIM 9 (2011) 1, pp. 72-98
Persistent link: https://www.econbiz.de/10008908872
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Using the Black and Litterman framework for stress test analysis in asset management
Giacometti, Rosella; Mignacca, Domenico - In: The journal of asset management 11 (2010/11) 4, pp. 286-297
Persistent link: https://www.econbiz.de/10008728706
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Time-varying risk and return characteristics of US and European bond markets: implications for efficient portfolio allocation
Young, Philip J.; Payne, Thomas H.; Johnson, Robert R. - In: The journal of asset management 8 (2007/08) 5, pp. 337-350
Persistent link: https://www.econbiz.de/10003621352
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The effectiveness of global currency hedging after the Asian crisis
Chincarini, Ludwig Boris - In: The journal of asset management 8 (2007/08) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10003497100
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Alpha budgeting - cross-sectional dispersion decomposed
Yu, Wallace; Sharaiha, Yazid M. - In: The journal of asset management 8 (2007/08) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10003497123