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A novel approach to risk parity : diversification across risk factors and market regimes
Kelliher, Chris; Hazrachoudhury, Avishek; Irving, Bill - In: The journal of portfolio management : JPM 48 (2022) 4, pp. 73-90
Persistent link: https://www.econbiz.de/10013175514
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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
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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
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Optimal strategies for ESG portfolios
Alessandrini, Fabio; Jondeau, Eric - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 114-138
Persistent link: https://www.econbiz.de/10012517347
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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
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Volatility targeting : the bridge between options-based and traditional defensive strategies
Poirier, Ryan - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 156-173
Persistent link: https://www.econbiz.de/10012517349
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The best strategies for inflationary times
Neville, Henry; Draaisma, Teun; Funnell, Ben; Harvey, … - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 8-37
Persistent link: https://www.econbiz.de/10012613439
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Volatility targeting : it's complicated!
Mylnikov, George - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 57-74
Persistent link: https://www.econbiz.de/10012613443
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Long-term investing and the frequency of investment decisions
Loon, Ronald J. M. van - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 86-104
Persistent link: https://www.econbiz.de/10012613446
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Firm-specific industries, volatility, and return : a text-based network industrial classification approach
Abdoh, Hussein - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 184-196
Persistent link: https://www.econbiz.de/10012613452