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Horizon diversification : reducing risk in a portfolio of active strategies
Polbennikov, Simon; Desclée, Albert; Hyman, Jay - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 26-38
Persistent link: https://www.econbiz.de/10003966186
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Testing for mean-coherent regular risk spanning
Melenberg, Bertrand (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003096956
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Mean-coherent risk and mean-variance approaches in portfolio selection : an empirical comparison
Polbennikov, Simon (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003096971