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Tail protection for long investors : trend convexity at work
Dao, Tung-Lam
;
Nguyen, Trung-Tu
;
Deremble, Cyril
; …
- In:
The journal of investment strategies
7
(
2017
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10011880105
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Agnostic risk parity : taming known and unknown unknowns
Benichou, Raphael
;
Lempérière, Yves
;
Sérié, Emmanuel
; …
- In:
The journal of investment strategies
6
(
2017
)
3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011731200
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