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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Portfolio selection
253
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253
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Amenc, Noël
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Zhou, Guofu
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The journal of portfolio management : a publication of Institutional Investor
Journal of banking & finance
676
European journal of operational research : EJOR
567
NBER working paper series
548
Finance research letters
540
Insurance / Mathematics & economics
509
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473
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390
International review of financial analysis
332
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271
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269
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259
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249
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235
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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218
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Finance and stochastics
209
International review of economics & finance : IREF
202
The North American journal of economics and finance : a journal of financial economics studies
200
The review of financial studies
196
The European journal of finance
192
Mathematical finance : an international journal of mathematics, statistics and financial theory
191
Journal of financial and quantitative analysis : JFQA
189
Journal of risk and financial management : JRFM
189
Energy economics
183
Journal of risk
178
Research in international business and finance
167
Swiss Finance Institute Research Paper
163
Applied economics letters
159
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159
Pacific-Basin finance journal
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ECONIS (ZBW)
258
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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
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
A CVaR scenario-based framework for minimizing downside risk in multi-asset class portfolios
Sivaramakrishnan, Kartik
;
Stamicar, Robert
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 114-129
Persistent link: https://www.econbiz.de/10011880126
Saved in:
6
Volatility-managed
portfolio
: does it really work?
Liu, Fang
;
Tang, Xiaoxiao
;
Zhou, Guofu
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012433114
Saved in:
7
Volatility exposure for strategic asset allocation
Brière, Marie
;
Burgues, Alexandre
;
Signori, Ombretta
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 105-116
Persistent link: https://www.econbiz.de/10003980051
Saved in:
8
Simple and robust risk budgeting with expected shortfall
Philips, Thomas
;
Liu, Michael
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 78-90
Persistent link: https://www.econbiz.de/10009381261
Saved in:
9
Fat-tailed models for risk estimation
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10009273905
Saved in:
10
Risk inverse
Bernstein, Peter L.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 1
Persistent link: https://www.econbiz.de/10009520430
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