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~isPartOf:"The journal of alternative investments"
~subject:"Financial investment"
~subject:"Volatility"
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Search: subject_exact:"Portfolio optimization"
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Financial investment
Volatility
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78
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78
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18
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18
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11
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10
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Sheikh, Abdullah Z.
2
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1
Berkowitz, Jason P.
1
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The journal of alternative investments
NBER working paper series
75
Finance research letters
64
Working paper / National Bureau of Economic Research, Inc.
64
Journal of banking & finance
62
NBER Working Paper
56
International review of financial analysis
46
Journal of financial economics
45
The journal of asset management
44
Journal of empirical finance
41
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
37
Wiley finance series
37
Applied economics
34
Energy economics
33
Journal of investment management : JOIM
32
Journal of risk and financial management : JRFM
32
International review of economics & finance : IREF
30
SpringerLink / Bücher
26
Journal of international financial markets, institutions & money
25
Research paper series / Swiss Finance Institute
25
The European journal of finance
25
Investment management and financial innovations
24
Research in international business and finance
24
The journal of portfolio management : a publication of Institutional Investor
24
Discussion paper / Centre for Economic Policy Research
23
European journal of operational research : EJOR
23
Pacific-Basin finance journal
23
The journal of portfolio management : JPM
23
Swiss Finance Institute Research Paper
22
Quantitative finance
21
Working paper
21
Risks : open access journal
20
The journal of wealth management
20
The review of financial studies
20
Economic modelling
19
International journal of economics and financial issues : IJEFI
19
Working papers
19
Diversification and portfolio management of mutual funds
18
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Investments in cryptocurrencies : handle with care!
Glas, Tobias N.
- In:
The journal of alternative investments
22
(
2019
)
1
,
pp. 96-113
Persistent link: https://www.econbiz.de/10012106887
Saved in:
2
The components of private debt performance
Giuzio, Margherita
;
Gintschel, Andreas
;
Paterlini, Sandra
- In:
The journal of alternative investments
20
(
2018
)
4
,
pp. 21-35
Persistent link: https://www.econbiz.de/10011876285
Saved in:
3
Volatility as an asset class : holding VIX in a portfolio
Berkowitz, Jason P.
;
DeLisle, R. Jared
- In:
The journal of alternative investments
21
(
2018
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011966327
Saved in:
4
The investment opportunity in U.S. middle market direct lending
Nesbitt, Stephen L.
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 92-99
Persistent link: https://www.econbiz.de/10011745140
Saved in:
5
Volatility weighting applied to momentum strategies
Plessis, Johan du
;
Hallerbach, Winfried G.
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011655920
Saved in:
6
Constructing equity market-neutral VIX portfolios with dynamic CAPM
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
19
(
2016
)
2
,
pp. 70-87
Persistent link: https://www.econbiz.de/10011610529
Saved in:
7
Predicting the success of volatility targeting strategies : application to equities and other asset classes
Perchet, Romain
;
Carvalho, Raul Leote de
;
Heckel, Thomas
; …
- In:
The journal of alternative investments
18
(
2015/2016
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10011428067
Saved in:
8
The case for long-short commodity investing
Miffre, Joëlle
;
Fernandez-Perez, Adrian
- In:
The journal of alternative investments
18
(
2015/2016
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011307946
Saved in:
9
Toward conditional risk parity : improving risk budgeting techniques in changing economic environments
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 48-64
Persistent link: https://www.econbiz.de/10011307950
Saved in:
10
Dynamic asset allocation strategies based on unexpected volatility
Zakamulin, Valeriy
- In:
The journal of alternative investments
16
(
2013/14
)
4
,
pp. 37-50
Persistent link: https://www.econbiz.de/10010358816
Saved in:
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