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~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Estimation"
~subject:"Portfolio-Management"
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Journal of risk and financial management : JRFM
The journal of portfolio management : a publication of Institutional Investor
Working paper / National Bureau of Economic Research, Inc.
784
NBER working paper series
723
NBER Working Paper
647
Discussion paper / Centre for Economic Policy Research
439
Applied economics
379
Journal of banking & finance
338
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308
European journal of operational research : EJOR
306
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291
Economics letters
288
Journal of economic dynamics & control
286
CESifo working papers
285
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269
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255
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245
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209
Journal of econometrics
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Discussion paper / Tinbergen Institute
185
Discussion paper
182
Journal of international money and finance
180
International review of economics & finance : IREF
176
The journal of finance : the journal of the American Finance Association
173
Europäische Hochschulschriften / 5
172
Journal of empirical finance
172
Journal of financial economics
169
Discussion papers / CEPR
161
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
IZA Discussion Paper
159
International journal of theoretical and applied finance
157
SpringerLink / Bücher
156
Quantitative finance
154
Finance and stochastics
153
Journal of applied econometrics
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
149
Research paper series / Swiss Finance Institute
147
The European journal of finance
144
Management science : journal of the Institute for Operations Research and the Management Sciences
140
The review of financial studies
135
Applied financial economics
125
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ECONIS (ZBW)
198
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1
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
Saved in:
2
A scenarios approach to asset allocation
Gosling, Susan
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
Saved in:
3
The properties of equally weighted risk contribution portfolios
Maillard, Sébastien
;
Roncalli, Thierry
;
Teïletche, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
Saved in:
4
Signal weighting
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
Saved in:
5
Efficient replication of factor retturns :
theory
and applications
Melas, Dimitris
;
Suryanarayanan, Raghu
;
Cavaglia, Stefano
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
Saved in:
6
Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald
;
Vliet, Willem Nicolaas van
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
Saved in:
7
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
8
The deflated Sharpe ratio : correcting for selection bias, backtest overfitting, and non-normality
Bailey, David H.
;
López de Prado, Marcos M.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 94-107
Persistent link: https://www.econbiz.de/10011433463
Saved in:
9
The stable ROE portfolio : an alternative equity index strategy based on common sense security analysis
Fuller, Russell J.
;
Giovinazzo, Raife
;
Tung, Yining
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011433478
Saved in:
10
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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