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Beyond Black-Litterman : letting the data speak
Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
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Look-ahead benchmark bias in portfolio performance evaluation
Daniel, Gilles; Sornette, Didier; Wöhrmann, Peter - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10003909602
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Valuation-indifferent weighting for bonds
Arnott, Robert D.; Hsu, Jason C.; Li, Feifei; Shepherd, … - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 117-130
Persistent link: https://www.econbiz.de/10003980054
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Should equity investors care about corporate bond prices? : using bond prices to construct equity momentum strategies
Dor, Arik Ben; Xu, Zhe - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 35-49
Persistent link: https://www.econbiz.de/10011431827
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Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David; Boudt, Kris - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
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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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The alpha and beta of risk attribution
Davis, Benjamin; Menchero, Jose - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 99-107
Persistent link: https://www.econbiz.de/10009669808
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Choose your betas : benchmarking alternative equity index strategies
Amenc, Noël; Goltz, Felix; Lodh, Ashish - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10009670638
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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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Smart beta versus smart alpha
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2014) 4, pp. 4-7
Persistent link: https://www.econbiz.de/10010487102