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1
Applications of FX derivatives to portfolio management
Elkamhi, Redouane
;
Fabozzi, Frank J.
;
Lee, Jacky S. H.
; …
- In:
The journal of asset management : a major new, …
25
(
2024
)
6
,
pp. 600-616
Persistent link: https://www.econbiz.de/10015192369
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2
Enhancing the inverse volatility portfolio through clustering
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
The journal of financial data science
6
(
2024
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10015195526
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3
Financial anomalies in asset allocation : risk mitigation with cross-sectional equity strategies
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
The journal of portfolio management : JPM
49
(
2022
)
1
,
pp. 118-145
Persistent link: https://www.econbiz.de/10014232178
Saved in:
4
Portfolio tilts using views on macroeconomic regimes
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
The journal of portfolio management : JPM
49
(
2023
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10014232206
Saved in:
5
Factor investing using capital market assumptions
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 119-143
Persistent link: https://www.econbiz.de/10012802488
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6
Factor-targeted asset allocation : a reverse optimization approach
Lee, Jacky S. H.
;
Salerno, Marco
- In:
Financial analysts journal : FAJ
79
(
2023
)
3
,
pp. 75-94
Persistent link: https://www.econbiz.de/10014321639
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7
Bridging the gap between strategic allocation and investment risk
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Sadik, Sheikh
- In:
The journal of portfolio management : JPM
47
(
2021
)
6
,
pp. 89-100
Persistent link: https://www.econbiz.de/10012517345
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8
Agency conflicts and investment : evidence from a structural estimation
Elkamhi, Redouane
;
Kim, Daniel
;
Jo, Chanik
;
Salerno, Marco
- In:
The review of corporate finance studies : RCFS
13
(
2024
)
2
,
pp. 539-582
Persistent link: https://www.econbiz.de/10014528176
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9
How large are predefault costs of financial distress? : estimates from a dynamic model
Elkamhi, Redouane
;
Kim, Daniel
;
Salerno, Marco
- In:
Management science : journal of the Institute for …
70
(
2024
)
11
,
pp. 7373-7396
Persistent link: https://www.econbiz.de/10015144066
Saved in:
10
Time‐Varying Asset Volatility and the Credit Spread Puzzle
DU, DU
;
ELKAMHI, REDOUANE
;
ERICSSON, JAN
- In:
The Journal of Finance
74
(
2019
)
4
,
pp. 1841-1885
Persistent link: https://www.econbiz.de/10012094272
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