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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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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. 26-42
Persistent link: https://www.econbiz.de/10009669596
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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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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
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Liquidity-driven dynamic asset allocation
Xiong, James X.; Sullivan, Rodney N.; Wang, Peng - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 102-111
Persistent link: https://www.econbiz.de/10009750747
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Strategic asset allocation : combining science and judgment to balance short-term and long-term goals
Wang, Peng; Spinney, Jon - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10011877522