Narrow search
Showing 1 - 10 of 256
Cover Image
Unbundling common style exposures, time variance and style timing of hedge fund beta
Dupleich, Rodrigo; Giamouridis, Daniel; Mesomeris, Spyros; … - In: The journal of asset management 11 (2010/11) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10003995438
Cover Image
Style investing and momentum investing : a case study
Moerloose, Sandrine de; Giot, Pierre - In: The journal of asset management 12 (2011) 6, pp. 407-417
Persistent link: https://www.econbiz.de/10009408638
Cover Image
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
Cover Image
Information spillovers between size and value premium in average stock returns
Anheluk, Tobias E.; Simlai, Pradosh - In: The journal of asset management 12 (2011) 6, pp. 395-406
Persistent link: https://www.econbiz.de/10009408642
Cover Image
The role of covered bonds in the minimum-variance portfolio
Sulku, Petri; Falkenbach, Heidi - In: The journal of asset management 16 (2015) 6, pp. 415-426
Persistent link: https://www.econbiz.de/10011416645
Cover Image
Asset-liability management for pension funds in a time-varying volatility environment
Vrontos, Spyridon D.; Vrontos, Ioannis D.; … - In: The journal of asset management 14 (2013) 5, pp. 306-333
Persistent link: https://www.econbiz.de/10010237937
Cover Image
Robust portfolio optimization with Value-at-Risk-adjusted Sharpe
Deng, Geng; Dulaney, Tim; McCann, Craig; Wang, Olivia - In: The journal of asset management 14 (2013) 5, pp. 293-305
Persistent link: https://www.econbiz.de/10010237942
Cover Image
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
Cover Image
Margin requirements and portfolio optimization : a geometric appoach
Sheng, Guo - In: The journal of asset management 15 (2014) 3, pp. 191-204
Persistent link: https://www.econbiz.de/10010416134
Cover Image
Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941