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Optimal currency hedging : horizon matters
Arruda, Nelson; Bergeron, Alain; Kritzman, Mark - In: The journal of alternative investments : JAI 23 (2021) 4, pp. 122-130
Persistent link: https://www.econbiz.de/10012503291
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Factors with style
Kimura, Keiko; Schwaiger, Katharina; Sharma, Deepika; … - In: The journal of investing : JOI 30 (2021) 3, pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
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Factor allocation model : integrating factor models and strategies into the asset allocation process
Melas, Dimitris - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 51-57
Persistent link: https://www.econbiz.de/10012503363
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Factor allocation as reverse attribution
Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 65-71
Persistent link: https://www.econbiz.de/10012503366
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Managing ambiguity in asset allocation
Kaya, Hakan - In: The journal of asset management 18 (2017) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10011704212
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Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit - In: Journal of risk 20 (2017/2018) 3, pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
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The value of stop-loss, stop-gain strategies in dynamic asset allocation
Shelton, Austin - In: The journal of asset management 18 (2017) 2, pp. 124-143
Persistent link: https://www.econbiz.de/10011695004
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Portfolio construction based on implied correlation information and value at risk
Rogel-Salazar, Jesús; Tella, Roberto - In: EconoQuantum : Revista de Economía y Negocios 12 (2015) 1, pp. 125-144
Persistent link: https://www.econbiz.de/10011558686
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Universal risk budgeting
Garivaltis, Alex - In: Annals of financial economics 16 (2021) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10013185452
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Transaction costs and crowding
Chincarini, Ludwig Boris - In: Quantitative finance 18 (2018) 8, pp. 1389-1410
Persistent link: https://www.econbiz.de/10011911547