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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
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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Efficient skewness/semivariance portfolios
Brito, Rui Pedro; Sebastião, Hélder; Godinho, Pedro - In: The journal of asset management 17 (2016) 5, pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
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Can switching between risk measures lead to better portfolio optimization?
Cain, Brianna; Zurbruegg, Ralf - In: The journal of asset management 10 (2009/10) 6, pp. 358-369
Persistent link: https://www.econbiz.de/10003924922
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Quantitative or momentum-based multi-style rotation? : UK experience
Clare, Andrew D.; Sapuric, Svetlana; Todorovic, Natasa - In: The journal of asset management 10 (2009/10) 6, pp. 370-381
Persistent link: https://www.econbiz.de/10003924923
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Expected utility and the non-normal returns of common portfolio rebalancing strategies
JOnes, Samuel Kyle; Stine, Joe Bert - In: The journal of asset management 10 (2009/10) 6, pp. 406-419
Persistent link: https://www.econbiz.de/10003924926
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Asset liability management modelling with risk control by stochastic dominance
Yang, Xi; Gonzio, Jacek; Grothey, Andreas - In: The journal of asset management 11 (2010/11) 2/3, pp. 73-93
Persistent link: https://www.econbiz.de/10008663158
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Guest editorial: Asset and liability management/liability-driven investment for pension funds
Mitra, Gautam; Medova, Elena - In: The journal of asset management 11 (2010/11) 2/3, pp. 71-72
Persistent link: https://www.econbiz.de/10008663159
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Alternative decision models for liability-driven investment
Schwaiger, Katharina; Lucas, Cormac; Mitra, Gautam - In: The journal of asset management 11 (2010/11) 2/3, pp. 178-193
Persistent link: https://www.econbiz.de/10008663607
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A robust optimization approach to pension fund management
Iyengar, Garud; Ma, Alfred Ka Chun - In: The journal of asset management 11 (2010/11) 2/3, pp. 163-177
Persistent link: https://www.econbiz.de/10008663608