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Harvey, Campbell R.; Hoyle, Edward; Korgaonkar, Russell; … - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 14-33

Persistent link: https://www.econbiz.de/10011980656

Nonlinear trading rules for portfolio management

Grinold, Richard - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 62-70

Persistent link: https://www.econbiz.de/10011980669

Tax optimization of municipal bond portfolios : investment selection and tax rate arbitrage

Kalotay, Andrew J. - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 118-124

Persistent link: https://www.econbiz.de/10011980750

Asset allocation vs. factor allocation : can we build a unified method?

Bender, Jennifer; Sun, Jerry Le; Thomas, Ric - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 9-22

Persistent link: https://www.econbiz.de/10012016805

Great expectations : a tactical asset allocation framework for diversified real asset portfolios

Simonian, Joseph; Wu, Chenwei - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 38-45

Persistent link: https://www.econbiz.de/10012016812

Multi-asset volatility premiums or anomalies?

Jacobsen, Brian; Cheng, Eddie; Lee, Wai - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 47-57

Persistent link: https://www.econbiz.de/10012016819

Scaling and adaptive asset allocation

Wilcox, Jarrod - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 82-92

Persistent link: https://www.econbiz.de/10012016842

Preparing a multi-asset class portfolio for shocks to economic growth

Podkaminer, Eugene; Tollette, Wylie; Siegel, Laurence B. - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 106-116

Persistent link: https://www.econbiz.de/10012016847

Special issue: Multi-asset strategies

Fabozzi, Frank J. (ed.) - 2019

Persistent link: https://www.econbiz.de/10012016852

Next-day Bitcoin price forecast

Munim, Ziaul Haque; Shakil, Mohammad Hassan; Alon, Ilan - In: Journal of risk and financial management : JRFM 12 (2019) 2/103, pp. 1-15

This study analyzes forecasts of Bitcoin price using the autoregressive integrated moving average (ARIMA) and neural network autoregression (NNAR) models. Employing the static forecast approach, we forecast next-day Bitcoin price both with and without re-estimation of the forecast model for each...

Persistent link: https://www.econbiz.de/10012021953