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The properties of equally weighted risk contribution portfolios
Maillard, Sébastien; Roncalli, Thierry; Teïletche, … - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
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Signal weighting
Grinold, Richard - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
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Risk parity, maximum diversification, and minimum variance : an analytic perspective
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 39-53
Persistent link: https://www.econbiz.de/10009750766
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Risk reduction in style rotation
Dupleich Ulloa, M. Rodrigo; Giamouridis, Daniel; … - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 44-55
Persistent link: https://www.econbiz.de/10009669836
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Risk allocation : a new investment paradigm?
Amenc, Noël; Martellini, Lionel - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 1-4
Persistent link: https://www.econbiz.de/10010366288
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Asset allocation under extreme uncertainty
Farrell, James L. - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 72-82
Persistent link: https://www.econbiz.de/10009273917
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Risk parity optimality
Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G. - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
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Defensive portfolio construction based on extreme value at risk
Schmielewski, Frank; Stoyanov, Stoyan V. - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 42-50
Persistent link: https://www.econbiz.de/10011687053
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A CVaR scenario-based framework for minimizing downside risk in multi-asset class portfolios
Sivaramakrishnan, Kartik; Stamicar, Robert - In: The journal of portfolio management : a publication of … 44 (2018) 2, pp. 114-129
Persistent link: https://www.econbiz.de/10011880126
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Do risk factors eat alphas?
Lee, Jyh-huei; Stefek, Dan - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 12-24
Persistent link: https://www.econbiz.de/10003769528