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Inflation-hedging properties of real assets and implications for asset-liability management decisions
Amenc, Noël; Martellini, Lionel; Ziemann, Volker - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 94-110
Persistent link: https://www.econbiz.de/10009520448
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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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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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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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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
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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
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A subjective assessment of approximate probalities with a portfolio application
Smimou, Kamal; Bector, Chhajju R.; Jacoby, G. - In: Research in international business and finance 21 (2007) 2, pp. 134-160
Persistent link: https://www.econbiz.de/10003478835
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Aportfolio based theory of excessive foreign borrowing and capital control in a small open economy
Marjit, Sugata; Pranab Kumar Das; Bardhan, Samaresh - In: Research in international business and finance 21 (2007) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10003478840
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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