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Risk-based asset allocation : a new answer to an old question?
Lee, Wai - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 11-28
Persistent link: https://www.econbiz.de/10009273897
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Factors timing factors
Lee, Wai - In: The journal of portfolio management : a publication of … 43 (2017) 5, pp. 66-71
Persistent link: https://www.econbiz.de/10011686326
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Generalized conditional moments and international asset pricing
Lee, Wai - 1994
Persistent link: https://www.econbiz.de/10000916148
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Applications of equity derivatives to portfolio management
Cheng, Eddie C.; Fabozzi, Frank J.; Harlow, Robert; Lee, Wai - In: The journal of asset management : a major new, … 25 (2024) 6, pp. 589-599
Persistent link: https://www.econbiz.de/10015192365
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Implementable tail risk management : an empirical analysis of CVaR-optimized carry trade portfolios
Kaya, Hakan; Lee, Wai; Pornrojnangkool, Bobby - In: Journal of derivatives & hedge funds 17 (2011) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10010217491
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Risk budgeting with asset class and risk class approaches
Kaya, Hakan; Lee, Wai; Yi Wan - In: The journal of investing 21 (2012) 1, pp. 109-115
Persistent link: https://www.econbiz.de/10009671676
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The Black-Litterman model for active portfolio management
Silva, Alexandre S. da; Lee, Wai; Pornrojnangkool, Bobby - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 61-70
Persistent link: https://www.econbiz.de/10009520417
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Risk budgeting
Da Silva, Alexandre Schutel; Lee, Wai; Pornrojnangkool, … - 2008
Persistent link: https://www.econbiz.de/10003764486
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Multi-asset volatility premiums or anomalies?
Jacobsen, Brian; Cheng, Eddie; Lee, Wai - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 47-57
Persistent link: https://www.econbiz.de/10012016819
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Work harder : diligent rebalancing and investment horizon
Lee, Wai; Liu, Pai - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 17-34
Persistent link: https://www.econbiz.de/10012423055