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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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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
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Alpha budgeting - cross-sectional dispersion decomposed
Yu, Wallace; Sharaiha, Yazid M. - In: The journal of asset management 8 (2007/08) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10003497123
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A new asset allocation technique to reduce financial portfolio risk
Gandolfi, Gino; Sabatini, Antonella - In: The journal of asset management 12 (2011) 6, pp. 418-425
Persistent link: https://www.econbiz.de/10009408633
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Constraints in quantitative strategies : an alignment perspective
Saxena, Anureet; Martin, Chris; Stubbs, Robert A. - In: The journal of asset management 14 (2013) 5, pp. 278-292
Persistent link: https://www.econbiz.de/10010237944
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Correlation surprise
Kinlaw, Will; Turkington, David - In: The journal of asset management 14 (2013) 6, pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
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The relevance of emerging markets in portfolio diversification : analysis in a downside risk framework
Kumar, S. S. S. - In: The journal of asset management 13 (2012) 3, pp. 162-169
Persistent link: https://www.econbiz.de/10009568275
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Structural positions and risk budgeting : quantifiying the impact of structural positions and deriving implications for active portfolio management
Herold, Ulf; Maurer, Raimond - In: The journal of asset management 9 (2008/09) 2, pp. 149-157
Persistent link: https://www.econbiz.de/10003745641
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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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Covid-19 and asset management in EU : a preliminary assessment of performance and investment styles
Rizvi, Kumail Abbas; Mirza, Nawazish; Naqvi, Bushra; … - In: The journal of asset management 21 (2020) 4, pp. 281-291
Persistent link: https://www.econbiz.de/10012292792