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type_genre:"Article in journal"
~person:"Ang, Andrew"
~person:"Nguyen, Duc Khuong"
~person:"Scherer, Bernd"
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Search: subject_exact:"Portfolio management"
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Portfolio selection
64
Portfolio-Management
64
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19
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19
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10
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Article in journal
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Ang, Andrew
Nguyen, Duc Khuong
Scherer, Bernd
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Martellini, Lionel
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Zhou, Guofu
26
Maurer, Raimond
25
Young, Virginia R.
25
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
Markowitz, Harry
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Gollier, Christian
20
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The journal of asset management
6
Financial markets and portfolio management
5
The journal of portfolio management : a publication of Institutional Investor
5
Economic modelling
4
Journal of empirical finance
3
Journal of financial economics
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
The journal of portfolio management : JPM
3
Journal of banking & finance
2
Journal of investment management : JOIM
2
The journal of wealth management
2
The review of financial studies
2
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Die Bank
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Emerging markets review
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European business review : EBR ; the official journal of the International Management Centres, Europe
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1
Finance research letters
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied corporate finance : JACF
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of the Operational Research Society : OR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
OR spectrum : quantitative approaches in management
1
Review of quantitative finance and accounting
1
The journal of alternative investments
1
The journal of investing : JOI
1
The quarterly journal of finance
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
64
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1
On the role of commodity futures in portfolio diversification
Hooi Hooi Lean
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2374-2394
Persistent link: https://www.econbiz.de/10014259167
Saved in:
2
Optimal design of investment committees
Scherer, Bernd
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 129-135
Persistent link: https://www.econbiz.de/10014511616
Saved in:
3
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
4
Trust me, I am a Robo-advisor
Scherer, Bernd
;
Lehner, Sebastian
- In:
The journal of asset management : a major new, …
24
(
2023
)
2
,
pp. 85-96
Persistent link: https://www.econbiz.de/10014251496
Saved in:
5
Factor investing webinar
Ang, Andrew
;
Bender, Jennifer
;
DeSilva, Harindra
; …
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 264-275
Persistent link: https://www.econbiz.de/10014308135
Saved in:
6
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
7
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
8
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
9
Adding alternative assets : return enhancement, diversification or hedging?
Scherer, Bernd
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 437-442
Persistent link: https://www.econbiz.de/10012659815
Saved in:
10
What happens with more funds than stocks? Analysis of crowding in style factors and individual equities
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
;
Ang, Andrew
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 4-28
Persistent link: https://www.econbiz.de/10012815028
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