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Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia; Guidolin, Massimo; Pedio, Manuela; … - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
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Minimum-variance portfolios based on covariance matrices using implied volatilities : evidence from the German market
Mostowfi, Mehdi; Stier, Carolin - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 84-92
Persistent link: https://www.econbiz.de/10009750756
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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
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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
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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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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
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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
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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
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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