Narrow search
Showing 1 - 10 of 509
Cover Image
Sector-specific optimum asset allocation : an example for non-life insurers
Curtillet, Jean-Christophe; Dieudonné, Mathieu - In: The journal of asset management 7 (2007) 6, pp. 404-411
Persistent link: https://www.econbiz.de/10003439382
Cover Image
Equity-style timing: a multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes
Arshanapalli, Bala Gangadhar; Switzer, Lorne N.; Panju, … - In: The journal of asset management 8 (2007/08) 1, pp. 9-23
Persistent link: https://www.econbiz.de/10003497083
Cover Image
Importance of style diversification for equity country selection
Desrosiers, Stéphanie; L'Her, Jean-François; Plante, … - In: The journal of asset management 8 (2007/08) 3, pp. 188-199
Persistent link: https://www.econbiz.de/10003543587
Cover Image
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
Cover Image
The myth of diversification
Chua, David B.; Kritzman, Mark; Page, Sébastien - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10003909563
Cover Image
Portfolio of risk premia : a new approach to diversification
Bender, Jennifer; Briand, Remy; Nielsen, Frank; Stefek, Dan - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 17-25
Persistent link: https://www.econbiz.de/10003966185
Cover Image
Regime shifts in mean-variance efficient frontiers : some international evidence
Guidolin, Massimo; Ria, Federica - In: The journal of asset management 12 (2011) 5, pp. 322-349
Persistent link: https://www.econbiz.de/10009377003
Cover Image
Industry effects and volatility transmission in Portfolio diversification
Bhargava, Vivek; Dania, Akash; Malhotra, Davinder Kumar - In: The journal of asset management 13 (2012) 1, pp. 22-33
Persistent link: https://www.econbiz.de/10009550673
Cover Image
Virtual currency, tangible return : portfolio diversification with bitcoin
Brière, Marie; Oosterlinck, Kim; Szafarz, Ariane - In: The journal of asset management 16 (2015) 6, pp. 365-373
Persistent link: https://www.econbiz.de/10011416624
Cover Image
Risk parity, maximum diversification, and minimum variance : an analytic perspective
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 39-53
Persistent link: https://www.econbiz.de/10009750766