Narrow search
Showing 1 - 3 of 3
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
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
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