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Liquidity-driven dynamic asset allocation
Xiong, James X.; Sullivan, Rodney N.; Wang, Peng - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 102-111
Persistent link: https://www.econbiz.de/10009750747
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Voltility versus tail risk : which one is compensated in equity funds?
Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 112-121
Persistent link: https://www.econbiz.de/10010365059
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The economic value of forecasting left-tail risk
Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 114-123
Persistent link: https://www.econbiz.de/10011686072