Search Results - subject:"portfolio construction"

Low risk, high variability: Practical guide for portfolio construction

Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025

-adjusted returns. This paper explores how various portfolio construction choices influence the performance of low-risk portfolios. We …

Persistent link: https://www.econbiz.de/10015327136

Low risk, high variability: Practical guide for portfolio construction

Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025

-adjusted returns. This paper explores how various portfolio construction choices influence the performance of low-risk portfolios. We …

Persistent link: https://www.econbiz.de/10015395882

Low risk, high variability: Practical guide for portfolio construction

Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025

This paper explores how various portfolio construction choices influence the performance of low-risk portfolios. We …

Persistent link: https://www.econbiz.de/10015448136

Low risk, high variability : practical guide for portfolio construction

Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025 - Revised version, July 2025

This paper explores how various portfolio construction choices influence the performance of low-risk portfolios. We …

Persistent link: https://www.econbiz.de/10015438465

Cross-border ESG rating dynamics : an in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada

Esparcia, Carlos; Gubareva, Mariya; Sokolova, Tatiana V.; … - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10015338087

Sustainable portfolio construction via machine learning : ESG, SDG and sentiment

Feng, Xin; Mettenheim, Hans-Jörg von; Sermpinis, Georgios - In: European financial management : the journal of the … 31 (2025) 3, pp. 1148-1169

Persistent link: https://www.econbiz.de/10015458844

Low risk, high variability : practical guide for portfolio construction

Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025 - Revised version, November 2025

This paper explores how various portfolio construction choices influence the performance of lowrisk portfolios. We show …

Persistent link: https://www.econbiz.de/10015532911

A qualitative parameter for beta changes

Messis, Petros; Alexandridis, Antonios K.; Zapranis, … - In: International review of economics & finance : IREF 103 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015482626

Network Risk Parity: graph theory-based portfolio construction

Ciciretti, Vito; Pallotta, Alberto - In: Journal of Asset Management 25 (2024) 2, pp. 136-146

This study presents network risk parity, a graph theory-based portfolio construction methodology that arises from a …

Persistent link: https://www.econbiz.de/10015398771

Cost mitigation of factor investing in emerging equity markets

Stankov, Kay; Schiereck, Dirk; Flögel, Volker - In: Journal of Asset Management 25 (2024) 3, pp. 303-325

At the beginning of factor investing research, the investment universe concentrated on developed markets and transaction costs were paid little attention. Expensive trading costs of factor investing in emerging equity markets influence optimal portfolio decisions. Based on a total costs estimate...

Persistent link: https://www.econbiz.de/10015398919