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Journal of investment management : JOIM
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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
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2
Rethinking the fundamental law of active management
Menchero, Jose
- In:
Journal of investment management : JOIM
15
(
2017
)
2
,
pp. 92-107
Persistent link: https://www.econbiz.de/10011700691
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3
The relative strength of industries versus countries in global equity markets
Menchero, Jose
;
Morozov, Andrei
- In:
Journal of investment management : JOIM
10
(
2012
)
3
,
pp. 75-87
Persistent link: https://www.econbiz.de/10009657693
Saved in:
4
Advances in estimating covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 60-80
Persistent link: https://www.econbiz.de/10013041084
Saved in:
5
Correlation shrinkage : implications for risk forecasting
Menchero, Jose
;
Li, Peng
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 92-108
Persistent link: https://www.econbiz.de/10012589102
Saved in:
6
Portfolio optimization with noisy covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
17
(
2019
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10012254261
Saved in:
7
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
Saved in:
8
The relative strength of industries versus countries in global equity markets
Menchero, Jose
;
Morozov, Andrei
- In:
Journal of investment management : JOIM
10
(
2012
)
3
,
pp. 75-87
Persistent link: https://www.econbiz.de/10010048635
Saved in:
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