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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
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Value and interest rates : are rates to blame for value's torments?
Maloney, Thomas; Moskowitz, Tobias J. - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 65-87
Persistent link: https://www.econbiz.de/10012517344
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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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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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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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Foreign revenue : a new world of risk exposures
Blanchett, David - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 175-193
Persistent link: https://www.econbiz.de/10012517350
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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
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Emerging market stock momentum returns during US economic regimes
Martirosyan, Anna; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 27-45
Persistent link: https://www.econbiz.de/10012613225
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Overnight return momentum : evidence from European markets
Dor, Arik Ben; Zeng, Xiaming - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 46-62
Persistent link: https://www.econbiz.de/10012613226
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The European ETF market : growth, trends, and impact on underlying instruments
Le Sourd, Véronique; Safaee, Shahyar - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 95-111
Persistent link: https://www.econbiz.de/10012613229