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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Capital income"
~subject:"Portfolio-Management"
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Capital income
Portfolio-Management
Theorie
175
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175
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Grinold, Richard
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The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
406
Working paper / National Bureau of Economic Research, Inc.
354
Journal of banking & finance
346
NBER Working Paper
318
Insurance / Mathematics & economics
286
European journal of operational research : EJOR
285
Finance research letters
284
Journal of economic dynamics & control
209
Journal of financial economics
196
Journal of empirical finance
178
The journal of finance : the journal of the American Finance Association
174
The review of financial studies
164
International journal of theoretical and applied finance
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
158
Discussion paper / Centre for Economic Policy Research
156
Finance and stochastics
156
The European journal of finance
148
Quantitative finance
145
Research paper series / Swiss Finance Institute
144
International review of financial analysis
140
Management science : journal of the Institute for Operations Research and the Management Sciences
139
Economics letters
129
International review of economics & finance : IREF
126
Economic modelling
120
Risks : open access journal
112
Applied economics
103
Swiss Finance Institute Research Paper
99
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98
Journal of financial and quantitative analysis : JFQA
97
CESifo working papers
92
The North American journal of economics and finance : a journal of financial economics studies
91
Journal of risk and financial management : JRFM
87
Discussion paper / Tinbergen Institute
84
The journal of asset management
84
Computational economics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Applied economics letters
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ECONIS (ZBW)
106
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1
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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2
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
Saved in:
3
A scenarios approach to asset allocation
Gosling, Susan
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
Saved in:
4
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
Saved in:
5
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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6
Efficient replication of factor retturns :
theory
and applications
Melas, Dimitris
;
Suryanarayanan, Raghu
;
Cavaglia, Stefano
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
Saved in:
7
Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald
;
Vliet, Willem Nicolaas van
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
Saved in:
8
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
9
The stable ROE portfolio : an alternative equity index strategy based on common sense security analysis
Fuller, Russell J.
;
Giovinazzo, Raife
;
Tung, Yining
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011433478
Saved in:
10
Liquidity-driven dynamic asset allocation
Xiong, James X.
;
Sullivan, Rodney N.
;
Wang, Peng
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
3
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009750747
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