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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
The journal of portfolio management : JPM
5
Economics Bulletin
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International review of economics & finance : IREF
2
Journal of Financial Research
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The journal of asset management : a major new, international quarterly journal for the financial community
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Risk on/risk off
Lee, Wai
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 28-39
Persistent link: https://www.econbiz.de/10009669743
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2
Risk-based asset allocation : a new answer to an old question?
Lee, Wai
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
4
,
pp. 11-28
Persistent link: https://www.econbiz.de/10009273897
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3
Factors timing factors
Lee, Wai
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 66-71
Persistent link: https://www.econbiz.de/10011686326
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4
Regimes : nonparametric identification and forecasting
Kaya, Hakan
;
Lee, Wai
;
Pornrojnangkool, Bobby
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 94-105
Persistent link: https://www.econbiz.de/10003967208
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5
The Black-Litterman model for active portfolio management
Silva, Alexandre S. da
;
Lee, Wai
;
Pornrojnangkool, Bobby
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
2
,
pp. 61-70
Persistent link: https://www.econbiz.de/10009520417
Saved in:
6
From risk premia to smart betas : a unified framework
Da Silva, Alexandre Schutel
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 44-54
Persistent link: https://www.econbiz.de/10011877512
Saved in:
7
Multi-asset volatility premiums or anomalies?
Jacobsen, Brian
;
Cheng, Eddie
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 47-57
Persistent link: https://www.econbiz.de/10012016819
Saved in:
8
ASSET ALLOCATION - Factor Neutrality
Lam, Daniel Y.
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
32
(
2005
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10006544911
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9
EQUITY PORTFOLIO MANAGEMENT - Implementing Optimal Risk Budgeting - Risk budgeting has become a buzzword. While there may be no generally accepted definition or approaches for implementation, the underlying concept of risk budgeting remains sound and relevant. Defining risk as "uncertainty of alpha," the authors argue that successful implementation of risk budgeting requires assessment of the ...
Lee, Wai
;
Lam, Daniel Y.
- In:
The journal of portfolio management : a publication of …
28
(
2001
)
1
,
pp. 73-80
Persistent link: https://www.econbiz.de/10006562478
Saved in:
10
PORTFOLIO OPTIMIZATION - THE BLACK-LITTERMAN MODEL FOR ACTIVE PORTFOLIO MANAGEMENT
Da Silva, Alexandre S.
;
Lee, Wai
;
Pornrojnangkool, Bobby
- In:
The journal of portfolio management : a publication of …
35
(
2009
)
2
,
pp. 61-70
Persistent link: https://www.econbiz.de/10008177019
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