Narrow search
Showing 1 - 10 of 63
Cover Image
What portfolio in Europe makes sense?
Konstantinov, Gueorgui - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 79-94
Persistent link: https://www.econbiz.de/10012613228
Cover Image
Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
Cover Image
Macro factor investing with style
Swade, Alexander; Lohre, Harald; Shackleton, Mark B.; … - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 80-104
Persistent link: https://www.econbiz.de/10012802484
Cover Image
Real economy portfolio : the market risk premium as a source of alpha
Garvey, Gerald - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 22-32
Persistent link: https://www.econbiz.de/10012517329
Cover Image
Factor modeling : the benefits of disentangling cross-sectionally for explaining stock returns
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 33-50
Persistent link: https://www.econbiz.de/10012517331
Cover Image
Financial anomalies in portfolio construction and management
Markowitz, Harry; Guerard, John Baynard; Xu, Ganlin; … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 51-64
Persistent link: https://www.econbiz.de/10012517343
Cover Image
Bridging the gap between strategic allocation and investment risk
Elkamhi, Redouane; Lee, Jacky S. H.; Sadik, Sheikh - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 89-100
Persistent link: https://www.econbiz.de/10012517345
Cover Image
Diversifying diversification : downside risk management with portfolios of insurance securities
Bhansali, Vineer; Holdom, Jeremie - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 101-113
Persistent link: https://www.econbiz.de/10012517346
Cover Image
Beta instability and implications for hedging systematic risk : takeaways from the COVID-19 crisis
Dor, Arik Ben; Florig, Stephan; Guan, Jingling; Zeng, … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 139-155
Persistent link: https://www.econbiz.de/10012517348
Cover Image
Calculating outperformance in dollars : introducing the excess value method
Turetsky, Avi; Pyrz, Matthew; Griffiths, Barry; Lujan, … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 194-215
Persistent link: https://www.econbiz.de/10012517352