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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Portfolio-Management"
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Portfolio-Management
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of portfolio management : a publication of Institutional Investor
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
275
Journal of banking & finance
246
NBER working paper series
245
Working paper / National Bureau of Economic Research, Inc.
200
Finance research letters
194
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192
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168
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154
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152
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146
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129
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121
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107
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104
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102
Discussion paper / Centre for Economic Policy Research
99
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97
Journal of empirical finance
96
Economic modelling
87
Economics letters
85
Swiss Finance Institute Research Paper
84
The European journal of finance
84
International review of economics & finance : IREF
76
The journal of asset management
76
Mathematics and financial economics
74
Computational economics
73
International review of financial analysis
73
SpringerLink / Bücher
69
Mathematical methods of operations research
68
Journal of risk and financial management : JRFM
67
The North American journal of economics and finance : a journal of financial economics studies
64
Working paper
64
Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
63
Journal of economic theory
61
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Applied economics
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ECONIS (ZBW)
201
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1
Risk parity optimality
Fisher, Gregg S.
;
Maymin, Philip Z.
;
Maymin, Zakhar G.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
2
,
pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
Saved in:
2
The distribution of the sample minimum-variance frontier
Kan, Raymond
;
Smith, Daniel R.
- In:
Management science : journal of the Institute for …
54
(
2008
)
7
,
pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
Saved in:
3
Composition of electricity generation portfolios, pivotal dynamics, and market prices
Banal-Estañol, Albert
;
Rupérez Micola, Augusto
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1813-1831
Persistent link: https://www.econbiz.de/10003909206
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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