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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
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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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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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Does the number of holdings in a risk parity portfolio matter?
Shah, Tirthank; Parikh, Abhishek - In: The journal of asset management 20 (2019) 2, pp. 124-133
Persistent link: https://www.econbiz.de/10012059779
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Taking the right course navigating the ERC universe
Savona, Roberto; Orsini, Cesare - In: The journal of asset management 20 (2019) 3, pp. 157-174
Persistent link: https://www.econbiz.de/10012059786
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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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The role of correlation in risk profile portfolios
Vandenbroucke, Jürgen - In: The journal of asset management 18 (2017) 2, pp. 144-153
Persistent link: https://www.econbiz.de/10011695012
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Hedge funds risk and connectedness
Manicaro, Christian; Falzon, Joseph - In: The journal of asset management 18 (2017) 4, pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
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What's the big deal about Risk Parity?
Agapova, Anna; Ferguson, Robert; Leistikow, Dean; … - In: The journal of asset management 18 (2017) 5, pp. 341-346
Persistent link: https://www.econbiz.de/10011704535
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Dead alphas as risk factors
Kakushadze, Zura; Yu, Willie - In: The journal of asset management 19 (2018) 2, pp. 110-115
Persistent link: https://www.econbiz.de/10011847702