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Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel; Huisman, Ronald; Koedijk, Kees - In: Journal of banking & finance 25 (2001) 9, pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027
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Diversification metldown or the impact of fat tails on conditional correlation?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - 2003
Persistent link: https://www.econbiz.de/10001892119
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Time-varying downside risk : an application to the art market
Campbell, Rachel; Kräussl, Roman - In: Asset allocation and international investments, (pp. 1-15). 2007
Persistent link: https://www.econbiz.de/10003402319
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Diversification into art mutual funds
Campbell, Rachel; Pullan, Joshua - In: Diversification and portfolio management of mutual funds, (pp. 1-17). 2007
Persistent link: https://www.econbiz.de/10003410706
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Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi - In: Journal of banking & finance 29 (2005) 12, pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873
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Increasing correlations or just fat tails?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - In: Journal of empirical finance 15 (2008) 2, pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
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Millionaire investors: financial advisors, attribution theory and gender differences
Baeckström, Ylva; Silvester, Jo; Campbell, Rachel - In: The European journal of finance 24 (2018) 15, pp. 1333-1349
Persistent link: https://www.econbiz.de/10012258896