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Managing ambiguity in asset allocation
Kaya, Hakan - In: The journal of asset management 18 (2017) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10011704212
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Dynamic asset allocation
Madhogarhia, Pawan K.; Lam, Marco - In: The journal of asset management 16 (2015) 5, pp. 293-302
Persistent link: https://www.econbiz.de/10011416515
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Constraints in quantitative strategies : an alignment perspective
Saxena, Anureet; Martin, Chris; Stubbs, Robert A. - In: The journal of asset management 14 (2013) 5, pp. 278-292
Persistent link: https://www.econbiz.de/10010237944
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No arbitrage conditions and expected returns when assets have different β's in up and down markets
Xu, Peter; Pettit, R. Richardson - In: The journal of asset management 15 (2014) 1, pp. 62-71
Persistent link: https://www.econbiz.de/10010370069
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On entropy and portfolio diversification
Pola, Gianni - In: The journal of asset management 17 (2016) 4, pp. 218-228
Persistent link: https://www.econbiz.de/10011504204
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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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Russian-doll risk models
Kakushadze, Zura - In: The journal of asset management 16 (2015) 3, pp. 170-185
Persistent link: https://www.econbiz.de/10011413287
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Alternative risk premia : contagion and portfolio choice
Scherer, Bernd - In: The journal of asset management 21 (2020) 3, pp. 178-191
Persistent link: https://www.econbiz.de/10012292762
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A robust framework for risk parity portfolios
Costa, Giorgio; Kwon, Roy - In: The journal of asset management 21 (2020) 5, pp. 447-466
Persistent link: https://www.econbiz.de/10012292871
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The value of stop-loss, stop-gain strategies in dynamic asset allocation
Shelton, Austin - In: The journal of asset management 18 (2017) 2, pp. 124-143
Persistent link: https://www.econbiz.de/10011695004