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The myth of diversification
Chua, David B.; Kritzman, Mark; Page, Sébastien - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10003909563
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Principal components as a measure of systemic risk
Kritzman, Mark; Li, Yuanzhen; Page, Sébastien; … - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 112-126
Persistent link: https://www.econbiz.de/10009273877
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ASSET ALLOCATION - THE MYTH OF DIVERSIFICATION
Chua, David B.; Kritzman, Mark; Page, Sébastien - In: The journal of portfolio management : a publication of … 36 (2009) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10008332087
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THE MARKET - THE RELATIVE IMPORTANCE OF ASSET ALLOCATION AND SECURITY SELECTION: Comment
Kritzman, Mark; Page, Sébastien - In: The journal of portfolio management : a publication of … 33 (2007) 4, pp. 111
Persistent link: https://www.econbiz.de/10007765552
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The Hierarchy of Investment Choice
Kritzman, Mark; Page, Sébastien - In: The journal of portfolio management : a publication of … 29 (2003) 4, pp. 11-24
Persistent link: https://www.econbiz.de/10006554572
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THE MARKET - PRINCIPAL COMPONENTS AS A MEASURE OF SYSTEMIC RISK
Kritzman, Mark; Li, Yuanzhen; Page, Sébastien; … - In: The journal of portfolio management : a publication of … 37 (2011) 4, pp. 112-127
Persistent link: https://www.econbiz.de/10009257195
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PORTFOLIO CONSTRUCTION - IMPLEMENTATION SHORTFALL
Kritzman, Mark; Mypgren, Simon; Page, Sébastien - In: The journal of portfolio management : a publication of … 33 (2006) 1, pp. 25-30
Persistent link: https://www.econbiz.de/10007384435
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Macroeconomic dashboards for tactical asset allocation
Clewell, David; Faulkner-MacDonagh, Chris; Giroux, David; … - In: The journal of portfolio management : a publication of … 44 (2018) 2, pp. 50-61
Persistent link: https://www.econbiz.de/10011879626
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The myth of diversification : risk factors versus asset classes
Page, Sébastien; Taborsky, Mark A. - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 1-2
Persistent link: https://www.econbiz.de/10009520323
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HEDGE FUNDS - Optimal Hedge Fund Allocations
Cremers, Jan-Hein; Kpitzman, Mark; Page, Sébastien - In: The journal of portfolio management : a publication of … 31 (2005) 3, pp. 70-81
Persistent link: https://www.econbiz.de/10006547204