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Rules of thumb versus industry glide paths : some bootstrapping evidence
Pae, Yuntaek; Atra, Robert - In: The journal of investing : JOI 29 (2020) 3, pp. 23-37
Persistent link: https://www.econbiz.de/10013177466
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Equally weighted portfolios vs value weighted portfolios : reasons for differing betas
Pae, Yuntaek; Sabbaghi, Navid - In: Journal of financial stability 18 (2015), pp. 203-207
Persistent link: https://www.econbiz.de/10011574149
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Strategies for choosing an uncertainty budget in log-robust portfolio management
Pae, Yuntaek; Sabbaghi, Navid - In: International journal of financial engineering 6 (2019) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10012167457
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Log-robust portfolio management after transaction costs
Pae, Yuntaek; Sabbaghi, Navid - In: OR spectrum : quantitative approaches in management 36 (2014) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10010251264