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Equity style allocation : a nonparametric approach
Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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Panic-aware portfolio optimization
Zorn, Josef - In: The journal of asset management 20 (2019) 2, pp. 103-110
Persistent link: https://www.econbiz.de/10012059765
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Alternative risk premia : contagion and portfolio choice
Scherer, Bernd - In: The journal of asset management 21 (2020) 3, pp. 178-191
Persistent link: https://www.econbiz.de/10012292762
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The dynamics of volatility and correlation during periods of crisis : implications for active asset management
Esposito, Marcello - In: The journal of asset management 17 (2016) 3, pp. 135-140
Persistent link: https://www.econbiz.de/10011485140
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Fundamental driver of fund style drift
Galloppo, Giuseppe; Trovato, Giovanni - In: The journal of asset management 18 (2017) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10011694987
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Country ETFS, currencies and international diversification
Williams, S. Owen - In: The journal of asset management 15 (2014) 6, pp. 392-414
Persistent link: https://www.econbiz.de/10010476255
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Hedge and safe haven investing with investment styles
Hou, Ai Jun; Khrashchevskyi, Ian; Peltomäki, Jarkko - In: The journal of asset management 20 (2019) 5, pp. 351-364
Persistent link: https://www.econbiz.de/10012117591
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Man versus math : behaviorist exploration of post-crisis non-banking asset management
Strang, Kenneth David - In: The journal of asset management 13 (2012) 5, pp. 348-367
Persistent link: https://www.econbiz.de/10009667094
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Correlation surprise
Kinlaw, Will; Turkington, David - In: The journal of asset management 14 (2013) 6, pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
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Portfolio selection in an expected shortfall framework during the recent "credit crunch" period
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: The journal of asset management 9 (2008/09) 2, pp. 121-137
Persistent link: https://www.econbiz.de/10003745639