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Effects of return expectation on mutural funds' risk exposures
Fischer, Mario; Overkott, Maximilian - In: The journal of asset management 16 (2015) 3, pp. 156-169
Persistent link: https://www.econbiz.de/10011413252
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An anatomy of global risk premiums
Boon, Ling-Ni; Ielpo, Florian - In: The journal of asset management 17 (2016) 4, pp. 229-243
Persistent link: https://www.econbiz.de/10011504216
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The state-dependent time variation in the value premium
Sharaiha, Yazid M.; Johansson, Kristoffer Kittilsen - In: The journal of asset management 15 (2014) 2, pp. 150-161
Persistent link: https://www.econbiz.de/10010384768
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No arbitrage conditions and expected returns when assets have different β's in up and down markets
Xu, Peter; Pettit, R. Richardson - In: The journal of asset management 15 (2014) 1, pp. 62-71
Persistent link: https://www.econbiz.de/10010370069
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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
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How the pandemic taught us to turn smart beta into real alpha
Kantos, Christopher; Di Bartolomeo, Dan - In: The journal of asset management 21 (2020) 7, pp. 581-590
Persistent link: https://www.econbiz.de/10012421070
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A common risk factor and the correlation between equity anda corporate bond returns
Demirovic, Amer; Kabiri, Ali; Tuckett, David; Nyman, Rickard - In: The journal of asset management 21 (2020) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10012292757
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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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Maximizing excess return per unit variance : a novel investment management objective
Glabadanidis, Paskalis - In: The journal of asset management 17 (2016) 7, pp. 486-501
Persistent link: https://www.econbiz.de/10011648208
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Performance expectations of basic options strategies may be different than you think
Clark, Steven P.; Dickson, Mike - In: The journal of asset management 20 (2019) 2, pp. 91-102
Persistent link: https://www.econbiz.de/10012059761