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Exchange risk surprises in international portfolios : some equity markets are super-nominal!
Adler, Michael - In: The journal of portfolio management : a publication of … 12 (1986) 2, pp. 44-53
Persistent link: https://www.econbiz.de/10001114292
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Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick; Scherer, Bernd - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
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Inflation-protecting asset allocation : a downside risk analysis
Koniarski, Tim; Sebastian, Steffen - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10011294199
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Risk parity optimality
Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G. - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
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Stock-bond correlation and duration risk allocation
Xinyi, Liu; Hua, Fan - In: The journal of portfolio management : a publication of … 42 (2016) 2, pp. 56-63
Persistent link: https://www.econbiz.de/10011685333
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Risk neglect in equity markets
Baker, Malcolm - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 12-25
Persistent link: https://www.econbiz.de/10011685803
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Smart beta is the gateway drug to risk factor investing
Podkaminer, Eugene - In: The journal of portfolio management : a publication of … 43 (2017) 5, pp. 130-134
Persistent link: https://www.econbiz.de/10011686340
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Defensive portfolio construction based on extreme value at risk
Schmielewski, Frank; Stoyanov, Stoyan V. - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 42-50
Persistent link: https://www.econbiz.de/10011687053
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A CVaR scenario-based framework for minimizing downside risk in multi-asset class portfolios
Sivaramakrishnan, Kartik; Stamicar, Robert - In: The journal of portfolio management : a publication of … 44 (2018) 2, pp. 114-129
Persistent link: https://www.econbiz.de/10011880126
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Do risk factors eat alphas?
Lee, Jyh-huei; Stefek, Dan - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 12-24
Persistent link: https://www.econbiz.de/10003769528