Narrow search
Showing 61 - 70 of 256
Cover Image
Smart beta is the gateway drug to risk factor investing
Podkaminer, Eugene - In: The journal of portfolio management : a publication of … 43 (2017) 5, pp. 130-134
Persistent link: https://www.econbiz.de/10011686340
Cover Image
The impact of estimation error on latent factor model forecasts of portfolio risk
Bianchi, Stephen W.; Goldberg, Lisa; Rosenberg, Allan - In: The journal of portfolio management : a publication of … 43 (2017) 5, pp. 147-156
Persistent link: https://www.econbiz.de/10011686352
Cover Image
Factors to assets : mapping factor exposures to asset allocations
Greenberg, David; Babu, Abhilash; Ang, Andrew - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 18-27
Persistent link: https://www.econbiz.de/10011686666
Cover Image
A trustee guide to factor investing
Koedijk, Kees; Slager, Alfred; Stork, Philip - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 28-38
Persistent link: https://www.econbiz.de/10011686679
Cover Image
Can the whole be more than the sum of the parts? : bottom-up versus top-down multifactor portfolio construction
Bender, Jennifer; Wang, Taie - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 39-50
Persistent link: https://www.econbiz.de/10011686682
Cover Image
Flexible indeterminate factor-based asset allocation
Blyth, Stephen; Szigety, Mark C.; Xia, Jake - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 79-93
Persistent link: https://www.econbiz.de/10011686766
Cover Image
Issues in applying financial econometrics to factor-based modeling in investment management
Engle, Robert F.; Focardi, Sergio M.; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 94-106
Persistent link: https://www.econbiz.de/10011686773
Cover Image
Seeking alpha? : it's a bad guideline for portfolio optimization
Levy, Moshe; Roll, Richard - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 107-112
Persistent link: https://www.econbiz.de/10011686777
Cover Image
Stability-adjusted portfolios
Kritzman, Mark; Turkington, David - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 113-122
Persistent link: https://www.econbiz.de/10011686781
Cover Image
Pure factor portfolios and multivariate regression analysis
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 16-31
Persistent link: https://www.econbiz.de/10011686841