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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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Feasible momentum strategies in the US stock market
Ammann, Manuel; Moellenbeck, Marcel; Schmid, Markus M. - In: The journal of asset management 11 (2010/11) 6, pp. 362-374
Persistent link: https://www.econbiz.de/10008906493
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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 Black-Litterman model explained
Cheung, Wing - In: The journal of asset management 11 (2010/11) 4, pp. 229-243
Persistent link: https://www.econbiz.de/10008728711
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Comparing sharpe ratios : so where are the p-values?
Opdyke, John Douglas - In: The journal of asset management 8 (2007/08) 5, pp. 308-336
Persistent link: https://www.econbiz.de/10003621321
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Optimisation in the presence of tail-dependence and tail risk: a heuristic approach for strategic asset allocation
Natale, Francesco Paolo - In: The journal of asset management 8 (2007/08) 6, pp. 374-400
Persistent link: https://www.econbiz.de/10003632526
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Fundamental indexation in Europe
Hemminki, Julius; Puttonen, Vesa - In: The journal of asset management 8 (2007/08) 6, pp. 401-405
Persistent link: https://www.econbiz.de/10003632531
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Do life insurance stocks provide superior returns?
Najand, Mohammad; Griffith, John; Marlett, David C. - In: The journal of asset management 8 (2007/08) 1, pp. 52-57
Persistent link: https://www.econbiz.de/10003497116
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Explicit coupling of invormation prior ana likohood functiows in a Bayesian multivariate framework and application to a new non-orthgenal formulation of the Black-Litterman model
Ogliaro, François; Rice, Robert K.; Becker, Steward; … - In: The journal of asset management 13 (2012) 2, pp. 128-140
Persistent link: https://www.econbiz.de/10009550603
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Active risk sensitivity to views using the Black-Litterman model
Braga, Maria Debora; Natale, Prancesco Paolo - In: The journal of asset management 13 (2012) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10009550680