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Portfolio performance attribution via Shapley value
Moehle, Nicholas; Boyd, Stephen P.; Ang, Andrew - In: Journal of investment management : JOIM 20 (2022) 3, pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
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Sustainable alpha in sovereign and corporate bonds
Kaul, Karishma; Schwaiger, Katharina; Si, Muling; Ang, … - In: Journal of investment management : JOIM 20 (2022) 2, pp. 30-50
Persistent link: https://www.econbiz.de/10013433595
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What happens with more funds than stocks? Analysis of crowding in style factors and individual equities
Madhavan, Ananth Narayan; Sobczyk, Aleksander; Ang, Andrew - In: Journal of investment management : JOIM 19 (2021) 2, pp. 4-28
Persistent link: https://www.econbiz.de/10012815028
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Optimal portfolio choice with absorbing Markov chains : application to markets that may potentially decouple
Ang, Andrew; Shen, Henry; Shen, Jeff; Zhao, Rui - In: Journal of investment management : JOIM 22 (2024) 2, pp. 4-24
Persistent link: https://www.econbiz.de/10015084110