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PORTFOLIO STRATEGIES - Trackin...
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Blitz, David C.
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Hottinga, Jouke
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Ijserloo, Judith Van
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Leeuwen, Erik Van
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Van Vliet, Pim
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The journal of portfolio management : a publication of Institutional Investor
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FIXED INCOME - Successful Factors to Select Outperforming Corporate Bonds - This study presents a method to select corporate bonds that outperform the corporate bond market as a whole. The approach has many similarities to the well-investigated field of stock selection strategies. The literature suggests several variables that are successful for the selection of outperforming stocks. The filters ...
Hottinga, Jouke
;
Leeuwen, Erik Van
;
Ijserloo, Judith Van
- In:
The journal of portfolio management : a publication of …
28
(
2001
)
1
,
pp. 88-101
Persistent link: https://www.econbiz.de/10006562476
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THE MARKET - THE VOLATILITY EFFECT
Blitz, David C.
;
Vliet, Pim Van
- In:
The journal of portfolio management : a publication of …
34
(
2007
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10007878419
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3
GLOBAL TACTICAL CROSS-ASSET ALLOCATION: Applying Value and Momentum Across Asset Classes
Blitz, David C.
;
Van Vliet, Pim
- In:
The journal of portfolio management : a publication of …
35
(
2008
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10008140478
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