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Monitoring and rebalancing
Arnott, Robert D.; Burns, Terence E.; Plaxco, Lisa; … - In: Managing investment portfolios : a dynamic process, (pp. 682-716). 2007
Persistent link: https://www.econbiz.de/10003533395
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The duality of value and mean reversion
Beck, Noah; Goto, Shingo; Hsu, Jason C.; Kalesnik, Vitali - In: Portfolio construction, measurement, and efficiency : …, (pp. 229-238). 2017
Persistent link: https://www.econbiz.de/10011602959
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Investment and profitability : a quality factor that actually works
Hsu, Jason C.; Kalesnik, Vitali; Kose, Engin - In: Factor investing : from traditional to alternative risk …, (pp. 181-206). 2017
Persistent link: https://www.econbiz.de/10011795568
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Risk-managing the uncertainty in VaR model parameters
Hsu, Jason C.; Kalesnik, Vitali - In: The VaR implementation handbook, (pp. 385-401). 2009
Persistent link: https://www.econbiz.de/10003827091
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Cyclicality in stock market volatility and optimal portfolio allocation
Hsu, Jason C.; Li, Feifei - In: Stock market volatility, (pp. 195-207). 2009
Persistent link: https://www.econbiz.de/10003830424
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The thesis for green investing and other ESG through the looking glass of China and the US
Cornell, Bradford; Hsu, Jason C. - In: Climate investing : new strategies and implementation …, (pp. 349-364). 2022
Persistent link: https://www.econbiz.de/10014249589
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Asset allocation and portable alpha
Arnott, Robert D.; Harris, Brent R. - In: Portable alpha theory and practice : what investors …, (pp. 65-94). 2008
Persistent link: https://www.econbiz.de/10003703982