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Lee, Wai
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Lam, Daniel Y.
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The journal of portfolio management : a publication of Institutional Investor
8
International review of economics & finance : IREF
1
Journal of multinational financial management
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Segmentation of the A- and B-Share Chinese Equity Markets
Fung, Hung-Gay
;
Lee, Wai
;
Leung, Wai Kin
- In:
The journal of financial research : a publ. of the …
23
(
2000
)
2
,
pp. 179-196
Persistent link: https://www.econbiz.de/10006837597
Saved in:
2
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
Saved in:
3
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:
4
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
Saved in:
5
International Interest Rate Linkage: Evidence from the Money Markets in the United Kingdom
Fung, Hung-Gay
;
Lee, Wai
;
Pan, Ming-Shiun
- In:
Journal of multinational financial management
6
(
1996
)
4
,
pp. 59-72
Persistent link: https://www.econbiz.de/10007134093
Saved in:
6
PORTFOLIO STRATEGIES AND ASSET ALLOCATION - Return and Risk Characteristics of Tactical Asset Allocation Under Imperfect Information - In an attempt to understand the return and risk characteristics of a tactical asset allocation strategy when there is a bias, the author derives analytically tractable expressions for the average and volatility of tactical bet, alpha, tracking error, and ...
Lee, Wai
- In:
The journal of portfolio management : a publication of …
25
(
1998
)
1
,
pp. 61-70
Persistent link: https://www.econbiz.de/10007349265
Saved in:
7
Market Timing and Short-Term Interest Rates
Lee, Wai
- In:
The journal of portfolio management : a publication of …
23
(
1997
)
3
,
pp. 35-46
Persistent link: https://www.econbiz.de/10007372663
Saved in:
8
RISK ON/RISK OFF
Lee, Wai
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 28-40
Persistent link: https://www.econbiz.de/10009971721
Saved in:
9
PORTFOLIO CONSTRUCTION - RISK-BASED ASSET ALLOCATION: A New Answer to an Old Question?
Lee, Wai
- In:
The journal of portfolio management : a publication of …
37
(
2011
)
4
,
pp. 11-29
Persistent link: https://www.econbiz.de/10009257203
Saved in:
10
PORTFOLIO STRATEGIES - MAYBE IT REALLY IS DIFFERENT THIS TIME
Kaya, Hakan
;
Lee, Wai
;
Pornrojnangkool, Bobby
- In:
The journal of portfolio management : a publication of …
36
(
2010
)
2
,
pp. 60-73
Persistent link: https://www.econbiz.de/10008395351
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