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Do style benchmarks differ?
Puttonen, Vesa; Seppä, Tatu - In: The journal of asset management 7 (2007) 6, pp. 425-428
Persistent link: https://www.econbiz.de/10003439387
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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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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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Quantitative or momentum-based multi-style rotation? : UK experience
Clare, Andrew D.; Sapuric, Svetlana; Todorovic, Natasa - In: The journal of asset management 10 (2009/10) 6, pp. 370-381
Persistent link: https://www.econbiz.de/10003924923
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Dynamic strategic asset allocation : risk and return across the business cycle
Vliet, Willem Nicolaas van; Blitz, David - In: The journal of asset management 12 (2011) 5, pp. 360-375
Persistent link: https://www.econbiz.de/10009377001
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Markov-switching asset allocation : do profitable strategies exist?
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André - In: The journal of asset management 12 (2011) 5, pp. 310-321
Persistent link: https://www.econbiz.de/10009377004
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Approximating the numéraire portfolio by naive deversification
Platen, Eckhard; Rendek, Renata - In: The journal of asset management 13 (2012) 1, pp. 34-50
Persistent link: https://www.econbiz.de/10009550668
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"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?
Costa, Bruce A.; Jakob, Keith; Niblock, Scott J.; … - In: The journal of asset management 16 (2015) 6, pp. 386-400
Persistent link: https://www.econbiz.de/10011416630
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Benchmark replication portfolio strategies
Glabadanidis, Paskalis; Zolotoy, Leon - In: The journal of asset management 14 (2013) 2, pp. 95-110
Persistent link: https://www.econbiz.de/10009765826
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The search for an exploitable value premium in market indexes
Scislaw, Kenneth E.; McMillan, David G. - In: The journal of asset management 13 (2012) 4, pp. 253-270
Persistent link: https://www.econbiz.de/10009630240