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Portfolio selection in the presence of systemic risk
Biglova, Almira; Ortobelli, Sergio; Fabozzi, Frank J. - In: The journal of asset management 15 (2014) 5, pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
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Better portfolios with higher moments
Wilcox, Jarrod - In: The journal of asset management 21 (2020) 7, pp. 569-580
Persistent link: https://www.econbiz.de/10012421067
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Efficient skewness/semivariance portfolios
Brito, Rui Pedro; Sebastião, Hélder; Godinho, Pedro … - In: The journal of asset management 17 (2016) 5, pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
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Alternative risk premia : contagion and portfolio choice
Scherer, Bernd - In: The journal of asset management 21 (2020) 3, pp. 178-191
Persistent link: https://www.econbiz.de/10012292762
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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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Guest editorial: Asset and liability management/liability-driven investment for pension funds
Mitra, Gautam; Medova, Elena - In: The journal of asset management 11 (2010/11) 2/3, pp. 71-72
Persistent link: https://www.econbiz.de/10008663159
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Option spread trades : returns on directional and volatility trades
McKeon, Ryan - In: The journal of asset management 17 (2016) 6, pp. 422-433
Persistent link: https://www.econbiz.de/10011666251
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Short-selling ban and cross-sectoral contagion : evidence from the UK
Azhar Mohamad; Jaafar, Aziz; Goddard, John A. - In: The journal of asset management 16 (2015) 7, pp. 484-501
Persistent link: https://www.econbiz.de/10011455743
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A better "autopilot" than Sell-in-May? : 40 years in the US market
Afik, Zvika; Lahav, Yaron - In: The journal of asset management 16 (2015) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10010528220
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Return and volatility of emerging markets leveraged ETFs
Rompotis, Gerasimos - In: The journal of asset management 17 (2016) 3, pp. 165-194
Persistent link: https://www.econbiz.de/10011485146