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How unlucky is 25-Sigma?
Dowd, Kevin; Cotter, John; Humphrey, Chris; Woods, Margaret - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 76-80
Persistent link: https://www.econbiz.de/10003769562
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Market-based default rate forecasting
Sterling, Karen; Fridson, Martin - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 99-106
Persistent link: https://www.econbiz.de/10008652146
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Credit spread decomposition : decomposing Bond-Level credit OAS into default and liquidity components
Dastidar, Siddhartha G.; Phelps, Bruce D. - In: The journal of portfolio management : a publication of … 37 (2010/11) 3, pp. 70-84
Persistent link: https://www.econbiz.de/10009129548
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On the fundamental law of active portfolio management : what happens if our estimates are wrong?
Zhou, Guofu - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 26-33
Persistent link: https://www.econbiz.de/10003769532
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On the fundamental law of active portfolio management : how to make conditional investments unconditionally optimal
Zhou, Guofu - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 12-21
Persistent link: https://www.econbiz.de/10003780569
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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