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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Portfolio-Management
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The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
422
Working paper / National Bureau of Economic Research, Inc.
368
Journal of banking & finance
355
NBER Working Paper
354
European journal of operational research : EJOR
288
Insurance / Mathematics & economics
284
Finance research letters
280
Journal of economic dynamics & control
238
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
International journal of theoretical and applied finance
215
Discussion paper / Centre for Economic Policy Research
190
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189
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178
Economics letters
170
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168
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161
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International review of financial analysis
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Journal of international money and finance
149
International review of economics & finance : IREF
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The European journal of finance
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136
Risks : open access journal
132
The North American journal of economics and finance : a journal of financial economics studies
118
Management science : journal of the Institute for Operations Research and the Management Sciences
117
Computational economics
112
Applied economics letters
111
CESifo working papers
108
Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Energy economics
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International journal of forecasting
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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
Transition management in times of market volatility
Byrne, Kevin
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
5
,
pp. 47-51
Persistent link: https://www.econbiz.de/10009520450
Saved in:
3
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:
4
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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5
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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6
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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7
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:
8
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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9
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:
10
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
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