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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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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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International bond diversification strategies : the impact of currency, country, and credit risk
Hansson, Mats; Liljeblom, Eva; Löflund, Abders - In: The European journal of finance 15 (2009) 5/6, pp. 555-583
Persistent link: https://www.econbiz.de/10003886406
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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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The value premium and economic activity : long-run evidence from the United States
Black, Angela J.; Mao, Bin; McMillan, David G. - In: The journal of asset management 10 (2009/10) 5, pp. 305-317
Persistent link: https://www.econbiz.de/10003916941
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Asset liability management modelling with risk control by stochastic dominance
Yang, Xi; Gonzio, Jacek; Grothey, Andreas - In: The journal of asset management 11 (2010/11) 2/3, pp. 73-93
Persistent link: https://www.econbiz.de/10008663158
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Feasible momentum strategies in the US stock market
Ammann, Manuel; Moellenbeck, Marcel; Schmid, Markus M. - In: The journal of asset management 11 (2010/11) 6, pp. 362-374
Persistent link: https://www.econbiz.de/10008906493
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Book-to-market and size effects : compensations for risks or outcomes of market inefficiencies?
Asgharian, Hossein; Hansson, Björn A. - In: The European journal of finance 16 (2010) 1/2, pp. 119-136
Persistent link: https://www.econbiz.de/10003954436
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Using the Black and Litterman framework for stress test analysis in asset management
Giacometti, Rosella; Mignacca, Domenico - In: The journal of asset management 11 (2010/11) 4, pp. 286-297
Persistent link: https://www.econbiz.de/10008728706
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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