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1
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
Saved in:
2
Interpretable machine learning for diversified portfolio construction
Jaeger, Markus
;
Krügel, Stephan
;
Marinelli, Dimitri
; …
- In:
The journal of financial data science
3
(
2021
)
3
,
pp. 31-51
Persistent link: https://www.econbiz.de/10012613536
Saved in:
3
Forecasting long-horizon volatility for strategic asset allocation
Cardinale, Mirko
;
Naik, Narayan Y.
;
Sharma, Varun
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 83-98
Persistent link: https://www.econbiz.de/10012486044
Saved in:
4
Measuring investment skill in multi-asset strategies : an empirical study of the information coefficient as weighted rank correlation
Xia, Steve Q.
;
Simonian, Joseph
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 135-144
Persistent link: https://www.econbiz.de/10012486055
Saved in:
5
Optimal allocation to time-series and cross-sectional momentum
Schmid, Olivier
;
Wirth, Patrick
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 160-179
Persistent link: https://www.econbiz.de/10012486058
Saved in:
6
Black-Litterman and beyond : the Bayesian paradigm in investment management
Kolm, Petter N.
;
Ritter, Gordon
;
Simonian, Joseph
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 91-113
Persistent link: https://www.econbiz.de/10012503370
Saved in:
7
Work harder : diligent rebalancing and investment horizon
Lee, Wai
;
Liu, Pai
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012423055
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8
Geometric mean maximization : a note on expected, observed, and simulated performance
Johnston, Ken
;
Hatem, John J.
- In:
The journal of investing : JOI
30
(
2021
)
4
,
pp. 87-94
Persistent link: https://www.econbiz.de/10012613132
Saved in:
9
The best of both worlds : forecasting US equity market returns using a hybrid machine learning-time series approach
Wang, Haifeng
;
Ahluwalia, Harshdeep Singh
; …
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 9-20
Persistent link: https://www.econbiz.de/10012519234
Saved in:
10
Is the size premium really driven by firm size?
Chen, Zhiyao
;
Li, Jun
;
Wang, Huijun
- In:
The journal of investing : JOI
30
(
2021
)
5
,
pp. 127-143
Persistent link: https://www.econbiz.de/10012613206
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