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ASSET ALLOCATION - Factor Neutrality
Lam, Daniel Y.; Lee, Wai - In: The journal of portfolio management : a publication of … 32 (2005) 1, pp. 38-48
Persistent link: https://www.econbiz.de/10006544911
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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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Risk on/risk off
Lee, Wai - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 28-39
Persistent link: https://www.econbiz.de/10009669743
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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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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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Multi-asset portfolios in the new order
Lee, Wai - In: The journal of portfolio management : JPM 49 (2023) 4, pp. 36-44
Persistent link: https://www.econbiz.de/10014232248
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Theory and methodology of tactical asset allocation
Lee, Wai - 2000
Persistent link: https://www.econbiz.de/10004892575
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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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International interest rate transmission and volatility spillover
Fung, Hung-gay - In: International review of economics & finance : IREF 6 (1997) 1, pp. 67-75
Persistent link: https://www.econbiz.de/10001218306