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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
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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
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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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Corporate diversification and abnormal returns
Lawrey, Chris M.; Morris, Brandon C. L. - In: The journal of asset management 20 (2019) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10012059741
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Cryptocurrencies from the perspective of euro investors : a reexamination of diversification benefits and a new day-of-the-week effect
Dorfleitner, Gregor; Lung, Carina - In: The journal of asset management 19 (2018) 7, pp. 472-494
Persistent link: https://www.econbiz.de/10011958136
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Volatility, correlation, and diversification in a multi-factor world
Roll, Richard - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 11-18
Persistent link: https://www.econbiz.de/10009708228
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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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Should equity investors care about corporate bond prices? : using bond prices to construct equity momentum strategies
Dor, Arik Ben; Xu, Zhe - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 35-49
Persistent link: https://www.econbiz.de/10011431827
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The tortoise and the hare : risk premium versus alternative asset portfolios
Bird, Ron; Liem, Harry; Thorp, Susan - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 112-122
Persistent link: https://www.econbiz.de/10009750742
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Demystifying equity risk-based strategies : a simple alpha plus beta description
Carvalho, Raul Leote de; Lu, Xiao; Moulin, Pierre - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 56-70
Persistent link: https://www.econbiz.de/10009669691