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Inflation-protecting asset allocation : a downside risk analysis
Koniarski, Tim; Sebastian, Steffen - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10011294199
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Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick; Scherer, Bernd - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
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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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Stock-bond correlation and duration risk allocation
Xinyi, Liu; Hua, Fan - In: The journal of portfolio management : a publication of … 42 (2016) 2, pp. 56-63
Persistent link: https://www.econbiz.de/10011685333
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Defensive portfolio construction based on extreme value at risk
Schmielewski, Frank; Stoyanov, Stoyan V. - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 42-50
Persistent link: https://www.econbiz.de/10011687053
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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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Risk on/risk off
Lee, Wai - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 28-39
Persistent link: https://www.econbiz.de/10009669743
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Risk reduction in style rotation
Dupleich Ulloa, M. Rodrigo; Giamouridis, Daniel; … - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 44-55
Persistent link: https://www.econbiz.de/10009669836
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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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Incorporating linkers in a global government bond risk model
Jong, Marielle de - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 92-99
Persistent link: https://www.econbiz.de/10009708216