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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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Toward maximum diversification
Choueifaty, Yves; Coignard, Yves - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 40-51
Persistent link: https://www.econbiz.de/10009520483
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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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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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Impact of fund, management and market characteristics on bond mutual fund performance
Redman, Arnold L.; Gullett, Nell S. - In: The journal of asset management 7 (2007) 6, pp. 429-442
Persistent link: https://www.econbiz.de/10003439395
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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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Return-risk ratios under taxation
Leibowitz, Martin L.; Bova, Anthony - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 43-51
Persistent link: https://www.econbiz.de/10003870700
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Portfolio risk consequences of fixed-income exposures
Warren, Geoff - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 52-59
Persistent link: https://www.econbiz.de/10003870702
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Beyond Black-Litterman : letting the data speak
Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 36-45
Persistent link: https://www.econbiz.de/10003909565