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Covariance risk, consumption risk, and international stock market returns
Lee, Wai - In: The quarterly review of economics and finance : journal … 37 (1997) 2, pp. 491-510
Persistent link: https://www.econbiz.de/10001226132
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Constraints and innovations for pension investment : the cases of risk parity and risk premia investing
Lee, Wai - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 12-20
Persistent link: https://www.econbiz.de/10010365521
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From risk premia to smart betas : a unified framework
Da Silva, Alexandre Schutel; Lee, Wai - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 44-54
Persistent link: https://www.econbiz.de/10011877512
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Macroeconomics and the value premium
Jacobsen, Brian; Lee, Wai - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 241-252
Persistent link: https://www.econbiz.de/10012581614
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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
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Trending fast and slow
Cheng, Eddie; Kostyuchyk, Nazar; Lee, Wai; Liu, Pai; … - In: The journal of portfolio management : JPM 48 (2022) 3, pp. 103-116
Persistent link: https://www.econbiz.de/10013175445