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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
NBER working paper series
1,727
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ECONIS (ZBW)
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1
Simple and robust
risk
budgeting with expected shortfall
Philips, Thomas
;
Liu, Michael
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 78-90
Persistent link: https://www.econbiz.de/10009381261
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Proverbial baskets are uncorrelated
risk
factors! : a factor-based framework for measuring and managing diversification in multi-asset investment solutions
Martellini, Lionel
;
Milhau, Vincent
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 8-22
Persistent link: https://www.econbiz.de/10011879608
Saved in:
5
Risk
aversion, noise, and optimal investments
Hardardottir, Hjördis
;
Lundtofte, Frederik
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 51-59
Persistent link: https://www.econbiz.de/10011687058
Saved in:
6
Risk
is a choice rather than a fate
Perold, André F.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 4-5
Persistent link: https://www.econbiz.de/10009520459
Saved in:
7
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
Saved in:
8
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
Saved in:
9
Fat-tailed models for
risk
estimation
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10009273905
Saved in:
10
Toward determining systemic importance
Kinlaw, Will
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 100-111
Persistent link: https://www.econbiz.de/10009670251
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