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Kakushadze, Zura - In: Risks : open access journal 3 (2015) 4, pp. 474-490

produces alpha weights with insufficient diversification and/or skewed distribution against, e.g., turnover. This can be …

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Shim, Jeungbo - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 2, pp. 1-32

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Füss, Roland; Koeppel, Christian; Miebs, Felix - 2021

multiple strategies offers sizable diversification benefits. Our rule leverages these benefits and compares favorably to eleven …

Persistent link: https://www.econbiz.de/10012426966

Heinen, Andréas; Kim, Mi Lim; Hamadi, Malika - In: Journal of financial econometrics 22 (2024) 1, pp. 297-334

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Wang, Nan-Yu; Chen, Sen-Sung; Huang, Chih-Jen; Yen, … - In: International journal of economics and finance 7 (2015) 1, pp. 97-106

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Wang, Nan-Yu; Chen, Sen-Sung; Huang, Chih-Jen; Yen, … - In: International journal of economics and financial issues … 4 (2014) 4, pp. 714-725

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Zhang, Zhichao; Ding, Li; Zhou, Si; Fu, Yaoyao - In: Multinational finance journal : MF ; quarterly … 18 (2014) 1/2, pp. 43-84

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Lan, Wei; Du, Lilun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 147-157

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Hebb, Greg - In: Journal of economics and finance : JEF 45 (2021) 1, pp. 22-48

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Chen, Linda H.; Huang, Wei; Jiang, George J.; Zhu, Kevin X. - In: Journal of accounting, auditing & finance : JAAF 39 (2024) 3, pp. 807-829

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