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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Portfolio selection
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Amenc, Noël
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7
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The journal of portfolio management : a publication of Institutional Investor
Finance research letters
1,080
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954
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915
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469
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468
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462
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461
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ECONIS (ZBW)
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1
Risk contribution is exposure times
volatility
times correlation : decomposing risk using the x-sigma-rho formula
Menchero, Jose
;
Davis, Benjamin
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 97-106
Persistent link: https://www.econbiz.de/10009273909
Saved in:
2
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:
3
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
Saved in:
4
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
Saved in:
5
Can investing in
volatility
help meet your portfolio objectives?
Warren, Geoff
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 82-98
Persistent link: https://www.econbiz.de/10009669814
Saved in:
6
Managed
volatility
strategies : applications to investment policy
Dopfel, Frederick E.
;
Ramkumar, Sunder R.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10010246287
Saved in:
7
Lifecycle goal achievement or portfolio
volatility
reduction?
Dempster, Michael A. H.
;
Kloppers, Dwayne
;
Medova, Elena A.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011685349
Saved in:
8
Correlation and
volatility
dynamics in REIT returns : performance and portfolio considerations
Fei, Peng
;
Ding, Letian
;
Deng, Yongheng
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10003967210
Saved in:
9
Taming global village risk
Sullivan, Rodney N.
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 58-67
Persistent link: https://www.econbiz.de/10003769557
Saved in:
10
Understanding the VIX
Whaley, Robert E.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 98-105
Persistent link: https://www.econbiz.de/10003852143
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