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~isPartOf:"The journal of alternative investments"
~subject:"Portfolio-Management"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Volatilität"
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Portfolio-Management
Volatility
24
Volatilität
24
Portfolio selection
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4
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Berkowitz, Jason P.
1
Carvalho, Raul Leote de
1
Chan-Lau, Jorge A.
1
Chen, Jiaqi
1
DeLisle, R. Jared
1
Fernandez-Perez, Adrian
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Hallerbach, Winfried G.
1
Heckel, Thomas
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Milhau, Vincent
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Moulin, Pierre
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The journal of alternative investments
Finance research letters
39
Journal of banking & finance
39
Energy economics
30
Journal of empirical finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
International review of financial analysis
29
Journal of financial economics
26
The journal of asset management
25
International review of economics & finance : IREF
20
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
18
Applied economics
17
Journal of economic dynamics & control
17
Economic modelling
16
Research in international business and finance
16
European journal of operational research : EJOR
15
Journal of econometrics
15
Quantitative finance
15
International journal of theoretical and applied finance
13
Investment management and financial innovations
13
Insurance / Mathematics & economics
12
International journal of finance & economics : IJFE
12
Risks : open access journal
12
The European journal of finance
12
The journal of portfolio management : JPM
12
Journal of mathematical finance
11
Pacific-Basin finance journal
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Applied mathematical finance
10
International journal of forecasting
10
Cogent economics & finance
9
Annals of finance
8
Applied financial economics
8
Computational economics
8
Journal of financial econometrics
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Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Frontier equity markets : risk parity lessons for asset allocation
Chan-Lau, Jorge A.
- In:
The journal of alternative investments
16
(
2013/14
)
4
,
pp. 28-36
Persistent link: https://www.econbiz.de/10010358819
Saved in:
9
The different faces of volatility exposure in portfolio management
Hill, Joanne M.
- In:
The journal of alternative investments
15
(
2012/13
)
3
,
pp. 9-31
Persistent link: https://www.econbiz.de/10009715062
Saved in:
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