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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
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The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
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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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Fundamental indexation for developed, emerging, and frontier government bond markets
Piljak, Vanja; Swinkels, Laurens - In: The journal of asset management 18 (2017) 5, pp. 405-420
Persistent link: https://www.econbiz.de/10011704565
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Time aggregation of the Sharpe ratio
Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: The journal of asset management 17 (2016) 7, pp. 540-555
Persistent link: https://www.econbiz.de/10011648221