Narrow search
Showing 1 - 10 of 146
Cover Image
The performance of leveraged and inverse leveraged exchange-traded funds
Henderson, Brian J.; Buetow, Gerald W. - In: Journal of investment management : JOIM 12 (2014) 1, pp. 69-92
Persistent link: https://www.econbiz.de/10010388928
Cover Image
The shadow price of liquidity in asset allocation : a case study
Van Luu, Bac; Sharaiha, Yazid M.; Doskov, Nikolay; … - In: Journal of investment management : JOIM 12 (2014) 2, pp. 14-31
Persistent link: https://www.econbiz.de/10010388914
Cover Image
Factor misalignment and portfolio construction
Menchero, Jose - In: Journal of investment management : JOIM 14 (2016) 2, pp. 71-85
Persistent link: https://www.econbiz.de/10011690869
Cover Image
A practitioner's guide to address fat tails and downside risk in portfolio construction
Xu, Eva A.; Tarkin, Eric L. - In: Journal of investment management : JOIM 21 (2023) 2, pp. 4-20
Persistent link: https://www.econbiz.de/10014390390
Cover Image
How inefficient is the 1/N strategy for a factor investor?
Khang, Kevin; Picca, Antonio; Zhang, Shaojun; Zhu, Minzhi - In: Journal of investment management : JOIM 21 (2023) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10014372586
Cover Image
For better performance : constrain portfolio weights differentially and globally
Levy, Haim; Levy, Moshe - In: Journal of investment management : JOIM 12 (2014) 4, pp. 27-41
Persistent link: https://www.econbiz.de/10011634687
Cover Image
Factor investing in Paris : managing climate change risk in portfolio construction
Kolle, Janina; Lohre, Harald; Radatz, Erhard; Rother, … - In: Journal of investment management : JOIM 20 (2022) 4, pp. 35-51
Persistent link: https://www.econbiz.de/10014228537
Cover Image
Is U.S. insider trading still relevant? : a quantitative portfolio approach
Bettis, Carr; Guerard, John Baynard; McAuley, Daniel - In: Journal of investment management : JOIM 13 (2015) 4, pp. 33-56
Persistent link: https://www.econbiz.de/10011640337
Cover Image
Fundamental indexation and the Fama-French three factor model : risk assimilation or stock mispricing?
Shi, Xiaofeng; Dempsey, Michael; Irlicht, Laurence - In: Journal of investment management : JOIM 13 (2015) 4, pp. 57-70
Persistent link: https://www.econbiz.de/10011640358
Cover Image
Efficiently combining multiple sources of alpha
Menchero, Jose; Lee, Jyh-Huei - In: Journal of investment management : JOIM 13 (2015) 4, pp. 71-86
Persistent link: https://www.econbiz.de/10011640362