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How many independent bets are there?
Polakow, Daniel; Gebbie, Tim - In: The journal of asset management 9 (2008/09) 4, pp. 278-288
Persistent link: https://www.econbiz.de/10003772010
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Risk parity in US futures markets : invited editorial
Scherer, Bernd - In: The journal of asset management 13 (2012) 3, pp. 155-161
Persistent link: https://www.econbiz.de/10009568278
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Portfolio optimisation in an uncertain world
Jong, Marielle de - In: The journal of asset management 19 (2018) 4, pp. 216-221
Persistent link: https://www.econbiz.de/10011891167
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The cyclical behaviour of commodities
Pereira, Marcelo; Ramos, Sofia B.; Dias, José G. - In: The European journal of finance 23 (2017) 10/12, pp. 1107-1128
Persistent link: https://www.econbiz.de/10011741466
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Time-varying factor models for equity portfolio construction
Ebner, Markus; Neumann, Thorsten - In: The European journal of finance 14 (2008) 5/6, pp. 381-395
Persistent link: https://www.econbiz.de/10003771720
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Investment performance and holding periods : an investigation of the major UK asset classes
Alles, Lakshman; Murray, Louis - In: The journal of asset management 10 (2009/10) 5, pp. 280-292
Persistent link: https://www.econbiz.de/10003916927
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Glide path and dynamic asset allocation of target date funds
Yoon, Youngjun - In: The journal of asset management 11 (2010/11) 5, pp. 346-360
Persistent link: https://www.econbiz.de/10008796510
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Comparing sharpe ratios : so where are the p-values?
Opdyke, John Douglas - In: The journal of asset management 8 (2007/08) 5, pp. 308-336
Persistent link: https://www.econbiz.de/10003621321
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Incorporating alpha uncertainty into portfolio decisions : a Bayesian revisit of the Treynor-Black model
He, Zhongzhi Lawrence - In: The journal of asset management 8 (2007/08) 3, pp. 161-175
Persistent link: https://www.econbiz.de/10003543570