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Factor investing using capital market assumptions
Elkamhi, Redouane; Lee, Jacky S. H.; Salerno, Marco - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 119-143
Persistent link: https://www.econbiz.de/10012802488
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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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Financial anomalies in asset allocation : risk mitigation with cross-sectional equity strategies
Elkamhi, Redouane; Lee, Jacky S. H.; Salerno, Marco - In: The journal of portfolio management : JPM 49 (2022) 1, pp. 118-145
Persistent link: https://www.econbiz.de/10014232178
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Portfolio tilts using views on macroeconomic regimes
Elkamhi, Redouane; Lee, Jacky S. H.; Salerno, Marco - In: The journal of portfolio management : JPM 49 (2023) 3, pp. 7-24
Persistent link: https://www.econbiz.de/10014232206