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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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The effectiveness of global currency hedging after the Asian crisis
Chincarini, Ludwig Boris - In: The journal of asset management 8 (2007/08) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10003497100
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Alpha budgeting - cross-sectional dispersion decomposed
Yu, Wallace; Sharaiha, Yazid M. - In: The journal of asset management 8 (2007/08) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10003497123
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A new asset allocation technique to reduce financial portfolio risk
Gandolfi, Gino; Sabatini, Antonella - In: The journal of asset management 12 (2011) 6, pp. 418-425
Persistent link: https://www.econbiz.de/10009408633
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Attempt to resolve the momentum effect enigma : proposition of investors' progressive rationality
Zoghlami, Faten - In: The journal of asset management 14 (2013) 4, pp. 255-266
Persistent link: https://www.econbiz.de/10010237896
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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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The state-dependent time variation in the value premium
Sharaiha, Yazid M.; Johansson, Kristoffer Kittilsen - In: The journal of asset management 15 (2014) 2, pp. 150-161
Persistent link: https://www.econbiz.de/10010384768
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Correlation surprise
Kinlaw, Will; Turkington, David - In: The journal of asset management 14 (2013) 6, pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
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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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Jensen alpha and market climate
Breloer, Bernhard; Hühn, Hannah Lea; Scholz, Hendrik - In: The journal of asset management 17 (2016) 3, pp. 195-214
Persistent link: https://www.econbiz.de/10011485148