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Fundamental driver of fund style drift
Galloppo, Giuseppe; Trovato, Giovanni - In: The journal of asset management 18 (2017) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10011694987
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Asset valuation impact of investor sentiment : a revised Fama-French five-factor model
Dhaoui, Abderrazak; Bensalah, Nesrine - In: The journal of asset management 18 (2017) 1, pp. 16-28
Persistent link: https://www.econbiz.de/10011592756
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A strong case to calculate the Treynor ratio using log-returns
Bednarek, Ziemowit; Firsov, Oleksandr; Patel, Pratish - In: The journal of asset management 18 (2017) 4, pp. 317-325
Persistent link: https://www.econbiz.de/10011741591
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Value-based asset allocation : an integrated framework
Staub, Renato - In: The journal of asset management 14 (2013) 6, pp. 354-375
Persistent link: https://www.econbiz.de/10010258481
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Enhancement of value portfolio performance using momentum and the long-short strategy : the Finnish evidence
Leivo, Timo H.; Pätäri, Eero J. - In: The journal of asset management 11 (2010/11) 6, pp. 401-416
Persistent link: https://www.econbiz.de/10008906488
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Conditional style rotation model on enhanced value and growth portfolios : the European experience
Bird, Ron; Casavecchia, Lorenzo - In: The journal of asset management 11 (2010/11) 6, pp. 375-390
Persistent link: https://www.econbiz.de/10008906492
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Investigating the effectiveness of robust portfolio optimization techniques
Guastaroba, Gianfranco; Mitra, Gautam; Speranza, Maria … - In: The journal of asset management 12 (2011) 4, pp. 260-280
Persistent link: https://www.econbiz.de/10009303988
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Multistage stochastic optimization for private equity investments
Reus, Lorenzo; Mulvey, John M. - In: The journal of asset management 16 (2015) 5, pp. 342-362
Persistent link: https://www.econbiz.de/10011416619
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A simple scheme for allocating capital in a foreign exchange proprietary trading firm
Jackson, Antony - In: The journal of asset management 16 (2015) 1, pp. 2-13
Persistent link: https://www.econbiz.de/10010528224
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Momentum change, industry group rotation and portfolio returns
Islam, Muhammad M.; Gomes, Lawrence J. - In: The journal of asset management 12 (2011) 6, pp. 426-437
Persistent link: https://www.econbiz.de/10009408629