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New perspective on investment models
Koedijk, Kees; Slager, Alfred - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 15-23
Persistent link: https://www.econbiz.de/10012503358
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The P/E ratio, the business cycle, and timing the stock market
Park, Sangkyun - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 165-183
Persistent link: https://www.econbiz.de/10012613451
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Beta instability and implications for hedging systematic risk : takeaways from the COVID-19 crisis
Dor, Arik Ben; Florig, Stephan; Guan, Jingling; Zeng, … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 139-155
Persistent link: https://www.econbiz.de/10012517348
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The best strategies for inflationary times
Neville, Henry; Draaisma, Teun; Funnell, Ben; Harvey, … - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 8-37
Persistent link: https://www.econbiz.de/10012613439
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The implications of contemporary research on COVID-19 for volatility and portfolio management
Outlaw, Dominique; Smith, Aimee Hoffmann; Wang, Na - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 159-177
Persistent link: https://www.econbiz.de/10012613471
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Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
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Macro factor investing with style
Swade, Alexander; Lohre, Harald; Shackleton, Mark B.; … - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 80-104
Persistent link: https://www.econbiz.de/10012802484
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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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Model risk in risk models : quantifying statistical uncertainty in active risk
Khang, Kevin - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 51-65
Persistent link: https://www.econbiz.de/10012423057
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Mean-variance optimization for asset allocation
Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, … - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 24-40
Persistent link: https://www.econbiz.de/10012503361