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Volatility Weighting Over Time...
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Sharpe (ratio) thinking about the investment opportunity set and CAPM relationship
Zakamulin, Valeriy
- In:
Economics research international
(
2011
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010009017
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Not all bull and bear markets are alike : insights from a five-state hidden semi-Markov model
Zakamulin, Valeriy
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Risk management : an international journal
25
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2023
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1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013490816
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Forecasting the size premium over different time horizons
Zakamulin, Valeriy
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 1061-1072
Persistent link: https://www.econbiz.de/10009708710
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Dynamic asset allocation strategies based on unexpected volatility
Zakamulin, Valeriy
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The journal of alternative investments
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2013/14
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4
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pp. 37-50
Persistent link: https://www.econbiz.de/10010358816
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Sharpe (ratio) thinking about the investment opportunity set and CAPM relationship
Zakamulin, Valeriy
- In:
Economics research international
(
2011
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009532342
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The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy
- In:
The journal of asset management
15
(
2014
)
4
,
pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
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A test of covariance-matrix forecasting methods
Zakamulin, Valeriy
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
3
,
pp. 97-108
Persistent link: https://www.econbiz.de/10011294156
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Predictable dynamics in the small stock premium
Zakamulin, Valeriy
- In:
Economics research international
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011408222
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Optimal dynamic portfolio risk management
Zakamulin, Valeriy
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10011686229
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Superiority of optimized portfolios to naive diversification : fact or fiction?
Zakamulin, Valeriy
- In:
Finance research letters
22
(
2017
),
pp. 122-128
Persistent link: https://www.econbiz.de/10011807994
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