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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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Low-risk equity investment - from theory to practice
Russo, Alessandro - In: The journal of asset management 17 (2016) 4, pp. 264-279
Persistent link: https://www.econbiz.de/10011504240
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Efficient integration of risk premia exposures into equity portfolios
Vaucher, B.; Medvedev, A. - In: The journal of asset management 18 (2017) 7, pp. 538-546
Persistent link: https://www.econbiz.de/10011855217
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Do nacri.economic varuables explain stock.market returns? Evidence using the semi-parametric approach
Mishra, Sagarika; Singh, Harminder - In: The journal of asset management 13 (2012) 2, pp. 115-127
Persistent link: https://www.econbiz.de/10009550611
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The interaction of switching and lead-lag effects in equity markets
Haque, Tariq - In: The journal of asset management 12 (2011) 5, pp. 350-359
Persistent link: https://www.econbiz.de/10009377002
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Automated portfolio rebalancing : automatic erosion of investment performance?
Horn, Matthias; Oehler, Andreas - In: The journal of asset management 21 (2020) 6, pp. 489-505
Persistent link: https://www.econbiz.de/10012298716
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Decoding stock market with quant alphas
Kakushadze, Zura; Yu, Willie - In: The journal of asset management 19 (2018) 1, pp. 38-48
Persistent link: https://www.econbiz.de/10011847616
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Are stocks riskier than bonds? : not if you assess risk like Warren Buffett ; invited editorial
Estrada, Javier - In: The journal of asset management 14 (2013) 2, pp. 73-78
Persistent link: https://www.econbiz.de/10009765833