Narrow search
Showing 1 - 6 of 6
Cover Image
Risk parity, maximum diversification, and minimum variance : an analytic perspective
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 39-53
Persistent link: https://www.econbiz.de/10009750766
Cover Image
Introducing leverage aversion into portfolio theory and practice
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 1-2
Persistent link: https://www.econbiz.de/10009708229
Cover Image
A comparison of the mean-variance-leverage optimization model and the Markowitz general mean-variance portfolio selection model
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10010246312
Cover Image
Traditional optimization is not optimal for leverage-averse investors
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 30-40
Persistent link: https://www.econbiz.de/10010365121
Cover Image
Minimum-variance portfolio composition
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 31-45
Persistent link: https://www.econbiz.de/10009273928
Cover Image
Pure factor portfolios and multivariate regression analysis
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 16-31
Persistent link: https://www.econbiz.de/10011686841