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How to combine long and short return histories efficiently

Page, Sébastien - In: Financial analysts' journal : FAJ 69 (2013) 1, pp. 45-52

Persistent link: https://www.econbiz.de/10009711699

Beyond diversification : what every investor needs to know about asset allocation

Page, Sébastien - 2021

"Do asset allocation like a pro! Dramatically improve you investing performance with the right allocation for your investing needs Leading studies prove that approximately 90 percent of a portfolio's investment return depends on asset allocation. But no single approach to asset allocation works...

Persistent link: https://www.econbiz.de/10012248866

Portfolio rebalancing : a test of the Markowitz-van Dijk heuristic

Kritzman, Mark (contributor); Myrgren, Simon (contributor); … - 2007 - This version: March 15th, 2007

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The myth of diversification

Chua, David B.; Kritzman, Mark; Page, Sébastien - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 26-35

Persistent link: https://www.econbiz.de/10003909563

Asset allocation : risk models for alternative investments

Pedersen, Niels; Page, Sébastien; He, Fei - In: Financial analysts' journal : FAJ 70 (2014) 3, pp. 34-45

Persistent link: https://www.econbiz.de/10010407353

Principal components as a measure of systemic risk

Kritzman, Mark; Li, Yuanzhen; Page, Sébastien; … - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 112-126

Persistent link: https://www.econbiz.de/10009273877

The myth of diversification : risk factors versus asset classes

Page, Sébastien; Taborsky, Mark A. - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 1-2

Persistent link: https://www.econbiz.de/10009520323

Regime shifts : implications for dynamic strategies

Kritzman, Mark; Page, Sébastien; Turkington, David - In: Financial analysts' journal : FAJ 68 (2012) 3, pp. 22-39

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Market integration in developed and emerging markets : evidence from the CAPM

Bruner, Robert F.; Li, Wei; Kritzman, Mark; Myrgren, Simon - In: Emerging markets review 9 (2008) 2, pp. 89-103

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The myth of diversification reconsidered

Kinlaw, William; Kritzman, Mark; Page, Sébastien; … - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 124-137

Persistent link: https://www.econbiz.de/10012613448