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~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Portfolio-Management"
~subject:"Stochastischer Prozess"
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Portfolio-Management
Stochastischer Prozess
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Grinold, Richard
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Journal of risk and financial management : JRFM
The journal of portfolio management : a publication of Institutional Investor
European journal of operational research : EJOR
690
Insurance / Mathematics & economics
378
NBER working paper series
271
Journal of banking & finance
255
Finance and stochastics
254
International journal of theoretical and applied finance
232
Journal of economic dynamics & control
228
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227
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Mathematical finance : an international journal of mathematics, statistics and financial theory
215
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134
International journal of production research
130
Discussion paper / Tinbergen Institute
128
Economics letters
127
The review of financial studies
120
Economic modelling
118
Journal of economic theory
116
Journal of empirical finance
112
Journal of financial economics
109
The journal of finance : the journal of the American Finance Association
108
Discussion paper / Centre for Economic Policy Research
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105
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
178
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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
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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 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:
9
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
Saved in:
10
Embedded tax liabilities and portfolio choice
Turvey, Phillip A.
;
Basu, Anup K.
;
Verhoeven, Peter
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
3
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009750754
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