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Disentangling rebalancing return
Hallerbach, Winfried G. - In: The journal of asset management 15 (2014) 5, pp. 301-316
Persistent link: https://www.econbiz.de/10010476237
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The dynamics of volatility and correlation during periods of crisis : implications for active asset management
Esposito, Marcello - In: The journal of asset management 17 (2016) 3, pp. 135-140
Persistent link: https://www.econbiz.de/10011485140
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Further evidence in support of a low-volatility anomaly : optimizing buy-and-hold portfolios by minimizing historical aggregate volatility
Maguire, Phil; Kelly, Stephen; Miller, Robert; Moser, … - In: The journal of asset management 18 (2017) 4, pp. 326-339
Persistent link: https://www.econbiz.de/10011741592
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018
assets increase markedly during market downturns, leading to diversification failure at the very moment it is needed most …
Persistent link: https://www.econbiz.de/10011761934
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The future of finance : a new model for banking and investment
Choudhry, Moorad - 2010
their funding sources; and increasing liquidity reserves. On the investment side, the authors discuss how diversification …
Persistent link: https://www.econbiz.de/10013490362
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Active credit portfolio management in practice
Bohn, Jeffrey R.; Stein, Roger M. - 2009
Persistent link: https://www.econbiz.de/10003758580
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Inside private equity : the professional investor's handbook
Kocis, James M.; Bachman, James C.; Long, Austin M.; … - 2009
Persistent link: https://www.econbiz.de/10003772508
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Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 10 (2009/10) 1, pp. 37-62
Persistent link: https://www.econbiz.de/10003853609
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The endowment model of investing : return, risk, and diversification
Leibowitz, Martin L.; Bova, Anthony; Hammond, P. Brett - 2010
Persistent link: https://www.econbiz.de/10003889965
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The new science of asset allocation : risk management in a multi-asset world
Schneeweis, Thomas; Crowder, Garry B.; Kazemi, Hossein - 2010
Persistent link: https://www.econbiz.de/10003904091