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Portfolio of risk premia : a new approach to diversification
Bender, Jennifer; Briand, Remy; Nielsen, Frank; Stefek, Dan - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 17-25
Persistent link: https://www.econbiz.de/10003966185
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The tortoise and the hare : risk premium versus alternative asset portfolios
Bird, Ron; Liem, Harry; Thorp, Susan - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 112-122
Persistent link: https://www.econbiz.de/10009750742
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Demystifying equity risk-based strategies : a simple alpha plus beta description
Carvalho, Raul Leote de; Lu, Xiao; Moulin, Pierre - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 56-70
Persistent link: https://www.econbiz.de/10009669691
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Can alpha be captured by risk premia?
Bender, Jennifer; Hammond, P. Brett; Mok, William - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 18-29
Persistent link: https://www.econbiz.de/10010365124
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Constraints and innovations for pension investment : the cases of risk parity and risk premia investing
Lee, Wai - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 12-20
Persistent link: https://www.econbiz.de/10010365521
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Return dynamics of distressed bonds
Sterling, Karen; Fridson, Martin; Kong, Vince C. C. - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 102-109
Persistent link: https://www.econbiz.de/10009520408
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Risk neglect in equity markets
Baker, Malcolm - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 12-25
Persistent link: https://www.econbiz.de/10011685803
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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
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Dynamic strategy migration and the evolution of risk premia
Kuenzi, David E. - In: The journal of portfolio management : a publication of … 46 (2019) 1, pp. 74-90
Persistent link: https://www.econbiz.de/10012433121
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Finding fair value in global equities : part II : forecasting returns
Daly, Kevin; Nielsen, Anders Ersbak Bang; Oppenheimer, Peter - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 56-70
Persistent link: https://www.econbiz.de/10003980036