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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
Saved in:
3
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:
4
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
Saved in:
5
Using derivatives when rebalancing a multi-asset portfolio with private investments
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 123-138)
.
2025
Persistent link: https://www.econbiz.de/10015434563
Saved in:
6
FX forward contracts for portfolio management applications
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 325-336)
.
2025
Persistent link: https://www.econbiz.de/10015434673
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7
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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8
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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9
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
Saved in:
10
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
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