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The not-so-well-known three-and-one-half-factor model
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: Financial analysts' journal : FAJ 70 (2014) 5, pp. 13-23
Persistent link: https://www.econbiz.de/10010529031
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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
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Know your VMS exposure
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 52-59
Persistent link: https://www.econbiz.de/10003966510
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Risk parity, maximum diversification, and minimum variance : an analytic perspective
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 39-53
Persistent link: https://www.econbiz.de/10009750766
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Minimum-variance portfolio composition
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 31-45
Persistent link: https://www.econbiz.de/10009273928
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Risk management and the optimal combination of equity market factors
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: Financial analysts journal : FAJ 76 (2020) 3, pp. 57-79
Persistent link: https://www.econbiz.de/10012261161
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Fundamentals of efficient factor investing
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: Financial analysts' journal : FAJ 72 (2016) 6, pp. 9-26
Persistent link: https://www.econbiz.de/10011574780