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Defensive portfolio construction based on extreme value at risk
Schmielewski, Frank; Stoyanov, Stoyan V. - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 42-50
Persistent link: https://www.econbiz.de/10011687053
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Risk aversion, noise, and optimal investments
Hardardottir, Hjördis; Lundtofte, Frederik - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 51-59
Persistent link: https://www.econbiz.de/10011687058
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Portfolio allocations using fundamental ratios : are profitability measures more effective in selecting firms and sectors?
Hughen, J. Christopher; Strauss, Jack - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 87-101
Persistent link: https://www.econbiz.de/10011687091
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Performance control and risk calibration in the Black-Litterman model
Tee, Chyng Wen; Huang, Shirley; Lim, Kian-Guan - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 126-135
Persistent link: https://www.econbiz.de/10011687171
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The dangers of diversification : managing multiple manager portfolios
Garvey, Gerald; Kahn, Ronald N.; Savi, Raffaele - In: The journal of portfolio management : a publication of … 43 (2017) 2, pp. 13-23
Persistent link: https://www.econbiz.de/10011687224
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Equity portfolios with improved liability-hedging benefits
Coqueret, Guillaume; Martellini, Lionel; Milhau, Vincent - In: The journal of portfolio management : a publication of … 43 (2017) 2, pp. 37-49
Persistent link: https://www.econbiz.de/10011687250
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Currency crowdedness generated by global bond funds
Konstantinov, Gueorgui - In: The journal of portfolio management : a publication of … 43 (2017) 2, pp. 123-135
Persistent link: https://www.econbiz.de/10011687266
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Two types of factors : a return decomposition for factor portfolios
Kushner, Joseph - In: The journal of portfolio management : a publication of … 43 (2017) 4, pp. 17-32
Persistent link: https://www.econbiz.de/10011804339
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Does past performance matter in investment manager selection?
Cornell, Bradford; Hsu, Jason C.; Nanigian, David - In: The journal of portfolio management : a publication of … 43 (2017) 4, pp. 33-43
Persistent link: https://www.econbiz.de/10011804361
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Decomposing funding-ratio risk : providing pension funds with key insights into their liabilities hedge mismatch and other factor exposures
Kroon, Erik P.; Wouters, Anton; Carvalho, Raul Leote de - In: The journal of portfolio management : a publication of … 43 (2017) 4, pp. 71-86
Persistent link: https://www.econbiz.de/10011804477