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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Risk management"
~subject:"Volatilität"
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Martellini, Lionel
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The journal of portfolio management : a publication of Institutional Investor
Insurance / Mathematics & economics
110
Journal of banking & finance
101
Finance research letters
83
European journal of operational research : EJOR
63
Risks : open access journal
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49
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The North American journal of economics and finance : a journal of financial economics studies
46
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44
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43
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41
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40
The journal of portfolio management : JPM
39
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36
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34
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33
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32
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30
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1
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
Saved in:
2
The dangers of
diversification
: managing multiple manager portfolios
Garvey, Gerald
;
Kahn, Ronald N.
;
Savi, Raffaele
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 13-23
Persistent link: https://www.econbiz.de/10011687224
Saved in:
3
Volatility, correlation, and
diversification
in a multi-factor world
Roll, Richard
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 11-18
Persistent link: https://www.econbiz.de/10009708228
Saved in:
4
Toward the design of better equity benchmarks : rehabilitating the tangency portfolio from modern portfolio theory
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 34-41
Persistent link: https://www.econbiz.de/10003769539
Saved in:
5
Tail risk management
Bhansali, Vineer
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 68-75
Persistent link: https://www.econbiz.de/10003769558
Saved in:
6
Managing pension liability credit risk : maintaining a total portfolio perspective
Meder, Aaron
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 90-99
Persistent link: https://www.econbiz.de/10003909595
Saved in:
7
Asset-liability management in private wealth management
Amenc, Noël
;
Martellini, Lionel
;
Milhau, Vincent
; …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 100-120
Persistent link: https://www.econbiz.de/10003909597
Saved in:
8
Risk management lessons worth remembering from the credit crisis of 2007-2009
Golub, Bennett W.
;
Crum, Conan C.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10003980022
Saved in:
9
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
Saved in:
10
Know your VMS exposure
Clarke, Roger G.
;
DeSilva, Harindra
;
Thorley, Steven
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 52-59
Persistent link: https://www.econbiz.de/10003966510
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