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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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The value premium and economic activity : long-run evidence from the United States
Black, Angela J.; Mao, Bin; McMillan, David G. - In: The journal of asset management 10 (2009/10) 5, pp. 305-317
Persistent link: https://www.econbiz.de/10003916941
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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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Feasible momentum strategies in the US stock market
Ammann, Manuel; Moellenbeck, Marcel; Schmid, Markus M. - In: The journal of asset management 11 (2010/11) 6, pp. 362-374
Persistent link: https://www.econbiz.de/10008906493
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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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Glide path and dynamic asset allocation of target date funds
Yoon, Youngjun - In: The journal of asset management 11 (2010/11) 5, pp. 346-360
Persistent link: https://www.econbiz.de/10008796510
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Time-varying risk and return characteristics of US and European bond markets: implications for efficient portfolio allocation
Young, Philip J.; Payne, Thomas H.; Johnson, Robert R. - In: The journal of asset management 8 (2007/08) 5, pp. 337-350
Persistent link: https://www.econbiz.de/10003621352
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Diversifying in public real estate: the ex-post performance
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: The journal of asset management 8 (2007/08) 6, pp. 361-373
Persistent link: https://www.econbiz.de/10003632521
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Reconsidering asset allocation involving illiquid assets
Cao, Dan; Teïletche, Jérôme - In: The journal of asset management 8 (2007/08) 4, pp. 267-282
Persistent link: https://www.econbiz.de/10003579965
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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