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PORTFOLIO CONSTRUCTION - MINIMUM-VARIANCE PORTFOLIOS IN THE U.S. EQUITY MARKET
Clarke, Roger; Silva, Harindra De; Thorley, Steven - In: The journal of portfolio management : a publication of … 33 (2006) 1, pp. 10-24
Persistent link: https://www.econbiz.de/10007384436
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PORTFOLIO MANAGEMENT - Portfolio Constraints and the Fundamental Law of Active Management - The fundamental law can be generalized to include an information transfer coefficient th...
Clarke, Roger; Silva, Harindra de; Thorley, Steven - In: Financial analysts' journal : FAJ 58 (2002) 5, pp. 48-66
Persistent link: https://www.econbiz.de/10006262183
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Portfolio Management - Long-Short Extensions: How Much Is Enough?
Clarke, Roger; Silva, Harindra de; Sapra, Steven; … - In: Financial analysts' journal : FAJ 64 (2008) 1, pp. 16-31
Persistent link: https://www.econbiz.de/10007919309
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PORTFOLIO MANAGEMENT - Performance Attribution and the Fundamental Law - The reported study operationalized the "fundamental law of active management" in the context of a factor-ba...
Clarke, Roger; Silva, Harindra de; Thorley, Steven - In: Financial analysts' journal : FAJ 61 (2005) 5, pp. 70-83
Persistent link: https://www.econbiz.de/10007778816
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MINIMUM-VARIANCE PORTFOLIO COMPOSITION
Clarke, Roger; de Silva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 37 (2011) 2, pp. 31-46
Persistent link: https://www.econbiz.de/10008843008
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ASSET ALLOCATION AND DIVERSIFICATION - PORTFOLIO OF RISK PREMIA: A New Approach to Diversification
Clarke, Roger; De Silva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 36 (2010) 2, pp. 17-26
Persistent link: https://www.econbiz.de/10008395355
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State-Dependent Asset Allocation
Clarke, Roger G.; Silva, Harindra De - In: The journal of portfolio management : a publication of … 24 (1998) 2, pp. 57-64
Persistent link: https://www.econbiz.de/10007360848
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ASSET ALLOCATION - A Factor Approach to Asset Allocation
Clarke, Roger G.; Silva, Harindra De; Murdock, Robert - In: The journal of portfolio management : a publication of … 32 (2005) 1, pp. 10-22
Persistent link: https://www.econbiz.de/10006544913
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PORTFOLIO STRATEGIES - Toward More Information-Efficient Portfolios
Clarke, Roger G.; Silva, Harindra De; Sapra, Steven - In: The journal of portfolio management : a publication of … 31 (2004) 1, pp. 54-63
Persistent link: https://www.econbiz.de/10006548927
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ASSET ALLOCATION - Risk Allocation versus Asset Allocation
Clarke, Roger G.; Silva, Harindra De; Wander, Brett - In: The journal of portfolio management : a publication of … 29 (2002) 1, pp. 9-30
Persistent link: https://www.econbiz.de/10006558018