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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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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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The lost decade : have macro factor risk premia become irrelevant?
Ma, Chenfei; Cheng, Eddie; Lee, Wai - In: The journal of portfolio management : JPM 49 (2023) 2, pp. 95-110
Persistent link: https://www.econbiz.de/10014232193
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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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Climate change and asset allocation : a distinction that makes a difference
Jacobsen, Brian; Cheng, Eddie; Lee, Wai - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 123-134
Persistent link: https://www.econbiz.de/10012486054
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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