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Optimal asset allocation with fixed-term securities

Desmettre, Sascha; Seifried, Frank Thomas - In: Journal of economic dynamics & control 66 (2016), pp. 1-19

Persistent link: https://www.econbiz.de/10011708349

A multi-factor model for the risk management of portfolios

Peterson, Sandra; Stapleton, Richard C. - In: European financial management : the journal of the … 5 (1999) 2, pp. 223-239

Persistent link: https://www.econbiz.de/10001415282

Are the Wall Street analyst rankings popularity contests?

Emery, Douglas R.; Li, Xi - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 411-437

Persistent link: https://www.econbiz.de/10003865571

An adaptive approach to the ranking of investment funds

Reztsov, Andrei - In: The journal of wealth management 16 (2013/14) 3, pp. 82-86

Persistent link: https://www.econbiz.de/10010226789

Ranking Investment Funds Based on Limited Information

Reztsov, Andrei - 2017

A new approach for the ranking of investment funds by the fund of funds manager is presented. Often the manager has to make a decision regarding ranking of funds and allocate capital between them for the next few months (for example, for the next quarter), but the available information/data is...

Persistent link: https://www.econbiz.de/10012975900

On Adaptive Approach to the Ranking of Investment Funds

Reztsov, Andrei - 2013

An adaptive approach for the ranking of investment funds by the fund of funds manager is presented. This is a quantitative tool to help the manager make a decision regarding ranking of funds and allocating capital between them for the next few months (for example, for the next quarter) where the...

Persistent link: https://www.econbiz.de/10013086168