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Toward the design of better equity benchmarks : rehabilitating the tangency portfolio from modern portfolio theory
Martellini, Lionel - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 34-41
Persistent link: https://www.econbiz.de/10003769539
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Tail risk management
Bhansali, Vineer - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 68-75
Persistent link: https://www.econbiz.de/10003769558
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Portfolio size effect in retirement accounts : what does it imply for lifecycle asset allocation funds?
Basu, Anup K.; Drew, Michael E. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 61-72
Persistent link: https://www.econbiz.de/10003852128
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Fund of funds, portable alpha, and portfolio optimization
Chen, Peng; Jiang, George J.; Zhu, Kevin X. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 79-92
Persistent link: https://www.econbiz.de/10003852142
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Managing pension liability credit risk : maintaining a total portfolio perspective
Meder, Aaron - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 90-99
Persistent link: https://www.econbiz.de/10003909595
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Asset-liability management in private wealth management
Amenc, Noël; Martellini, Lionel; Milhau, Vincent; … - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 100-120
Persistent link: https://www.econbiz.de/10003909597
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Look-ahead benchmark bias in portfolio performance evaluation
Daniel, Gilles; Sornette, Didier; Wöhrmann, Peter - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10003909602
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Risk management lessons worth remembering from the credit crisis of 2007-2009
Golub, Bennett W.; Crum, Conan C. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 21-44
Persistent link: https://www.econbiz.de/10003980022
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The empirical law of active management : perspectives on the declining skill of US fund managers
Sénéchal, Edouard - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 121-132
Persistent link: https://www.econbiz.de/10008737989
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Reflections on buy-side risk management after (or between) the storms
Golub, Bennett W.; Crum, Conan C. - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 84-92
Persistent link: https://www.econbiz.de/10008652152