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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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The myth of diversification : risk factors versus asset classes
Page, Sébastien; Taborsky, Mark A. - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 1-2
Persistent link: https://www.econbiz.de/10009520323
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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
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The opportunity set : market opportunities and the effective breadth of a portfolio
Grinold, Richard; Taylor, Mark P. - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 12-24
Persistent link: https://www.econbiz.de/10003859355
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Portfolio risk consequences of fixed-income exposures
Warren, Geoff - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 52-59
Persistent link: https://www.econbiz.de/10003870702
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A style-based market risk model for hedge fund portfolios
Zhou, Xuelong; Litke, Adam; McLaughlin, Michael - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 124-131
Persistent link: https://www.econbiz.de/10008652141
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Reflections on buy-side risk management after (or between) the storms
Golub, Bennett W.; Crum, Conan C. - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 84-92
Persistent link: https://www.econbiz.de/10008652152
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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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Horizon diversification : reducing risk in a portfolio of active strategies
Polbennikov, Simon; Desclée, Albert; Hyman, Jay - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 26-38
Persistent link: https://www.econbiz.de/10003966186