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How inefficient is the 1/N strategy for a factor investor?
Khang, Kevin; Picca, Antonio; Zhang, Shaojun; Zhu, Minzhi - In: Journal of investment management : JOIM 21 (2023) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10014372586
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Portfolio size in stochastic portfolio networks using digital portfolio theory
Jones, C. Kenneth - In: Journal of mathematical finance 3 (2013) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010239568
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The shadow price of liquidity in asset allocation : a case study
Van Luu, Bac; Sharaiha, Yazid M.; Doskov, Nikolay; … - In: Journal of investment management : JOIM 12 (2014) 2, pp. 14-31
Persistent link: https://www.econbiz.de/10010388914
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The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.; Stoja, Evarist; Tan, Linzhi - 2016
Persistent link: https://www.econbiz.de/10011480647
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Averaging across asset allocation models
Schanbacher, Peter - In: Jahrbücher für Nationalökonomie und Statistik 235 (2015) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10011430243
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Value-ranked equity portfolios via entropy pooling
Zorn, Josef - In: The journal of investment strategies 7 (2018) 3, pp. 51-74
Persistent link: https://www.econbiz.de/10012001987
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An active asset management investment process for drawdown-averse investors
Reveiz-Herault, Alejandro - In: Intelligent systems in accounting finance and … 23 (2016) 1/2, pp. 85-96
Persistent link: https://www.econbiz.de/10011668115
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk
Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
Persistent link: https://www.econbiz.de/10012628654
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Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? : portfolio construction from the perspective of a Polish investor
Latoszek, Michał; Ślepaczuk, Robert - In: Economics and business review 6/20 (2020) 1, pp. 46-81
Persistent link: https://www.econbiz.de/10012550231