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Can investing in volatility help meet your portfolio objectives?

Warren, Geoff - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 82-98

Persistent link: https://www.econbiz.de/10009669814

Portfolio risk consequences of fixed-income exposures

Warren, Geoff - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 52-59

Persistent link: https://www.econbiz.de/10003870702

Portfolio quality and mutual fund performance

Gallagher, David R.; Gardner, Peter; Schmidt, Camille H.; … - In: International review of finance 14 (2014) 4, pp. 485-521

Persistent link: https://www.econbiz.de/10010519750

Style factor timing : an application to the portfolio holdings of US fund managers

Gallagher, David R.; Gardner, Peter; Schmidt, Camille H. - In: Australian journal of management 40 (2015) 2, pp. 318-350

Persistent link: https://www.econbiz.de/10011342800

Individual investors and broker types

Fong, Kingsley Y. L.; Gallagher, David R.; Lee, Adrian D. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 2, pp. 431-451

Persistent link: https://www.econbiz.de/10010487119

Leading the herd to Greener pastures : when trade imitation is the most "profitable" form of flattery

Swan, Peter L.; Fong, Kingsley; Gallagher, David R.; … - 2006

Persistent link: https://www.econbiz.de/10003398317

Style Factor Timing : An Application to the Portfolio Holdings of U.S. Fund Managers

Gallagher, David R. - 2015

This study develops a style rotation model based on quarterly forecasts of style factor returns, across four style categories, generated using market and macroeconomic data. The prescriptions from this model are tested on a sample of U.S. active equity mutual funds' portfolio holdings. An annual...

Persistent link: https://www.econbiz.de/10013036050