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Russian-doll risk models
Kakushadze, Zura - In: The journal of asset management 16 (2015) 3, pp. 170-185
Persistent link: https://www.econbiz.de/10011413287
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The Black-Litterman model explained
Cheung, Wing - In: The journal of asset management 11 (2010/11) 4, pp. 229-243
Persistent link: https://www.econbiz.de/10008728711
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Can robust portfolio optimisation help to build better portfolios?
Scherer, Bernd - In: The journal of asset management 7 (2007) 6, pp. 373-387
Persistent link: https://www.econbiz.de/10003439376
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Rankings for Australian managed funds : contrariness and performance index failure
Dempsey, Michael - In: The journal of asset management 10 (2009/10) 3, pp. 138-157
Persistent link: https://www.econbiz.de/10003884646
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Incorporating alpha uncertainty into portfolio decisions : a Bayesian revisit of the Treynor-Black model
He, Zhongzhi Lawrence - In: The journal of asset management 8 (2007/08) 3, pp. 161-175
Persistent link: https://www.econbiz.de/10003543570
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A liability-relative drawdown approach to pension asset liability management
Berkelaar, Arjan B.; Kouwenberg, Roy - In: The journal of asset management 11 (2010/11) 2/3, pp. 194-217
Persistent link: https://www.econbiz.de/10008663606
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The Pástor-Stambaugh empirical model revisited : evidence from robust instruments
Racicot, François-Éric; Rentz, William F. - In: The journal of asset management 16 (2015) 5, pp. 329-341
Persistent link: https://www.econbiz.de/10011416607
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Estimation risk in covariance
Cho, David D. - In: The journal of asset management 12 (2011) 4, pp. 248-259
Persistent link: https://www.econbiz.de/10009304006
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Regularizing Bayesian predictive regressions
Feng, Guanhao; Polson, Nicholas G. - In: The journal of asset management 21 (2020) 7, pp. 591-608
Persistent link: https://www.econbiz.de/10012421072
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Portfolio selection in the presence of systemic risk
Biglova, Almira; Ortobelli, Sergio; Fabozzi, Frank J. - In: The journal of asset management 15 (2014) 5, pp. 285-299
Persistent link: https://www.econbiz.de/10010476238