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RISK MANAGEMENT MEASURING GLOBAL SYSTEMIC RISK: What Are Markets Saying about Risk?
Sullivan, Rodney N; Peterson, Steven P; Waltenbaugh, David T - In: The journal of portfolio management : a publication of … 37 (2010) 1, pp. 67-78
Persistent link: https://www.econbiz.de/10008720622
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RISK-BASED DYNAMIC ASSET ALLOCATION WITH EXTREME TAILS AND CORRELATIONS
Wang, Peng; Sullivan, Rodney N; Ge, Yizhi - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 26-43
Persistent link: https://www.econbiz.de/10010002061
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ASSET ALLOCATION - A DYNAMIC FUTURE FOR ACTIVE QUANT INVESTING
Li, Xi; Sullivan, Rodney N - In: The journal of portfolio management : a publication of … 37 (2011) 3, pp. 29-37
Persistent link: https://www.econbiz.de/10009014471