Narrow search
Showing 1 - 4 of 4
Cover Image
RISK MANAGEMENT - Value at Risk for Portfolios with Short Positions
Chow, George; Kritzman, Mark - In: The journal of portfolio management : a publication of … 28 (2002) 3, pp. 73-81
Persistent link: https://www.econbiz.de/10006560316
Cover Image
RISK MANAGEMENT - Risk Budgets: Comment
Chow, George; Kritzman, Mark; Royen, Anne-Sophie Van - In: The journal of portfolio management : a publication of … 27 (2001) 4, pp. 109
Persistent link: https://www.econbiz.de/10006563665
Cover Image
THE MARKET - Risk Budgets - While risk budgets are the new fashion among investment managers, the investment community has yet to agree on the precise meaning of the term, or, more...
Chow, George; Kritzman, Mark - In: The journal of portfolio management : a publication of … 27 (2001) 2, pp. 56-60
Persistent link: https://www.econbiz.de/10006566041
Cover Image
PORTFOLIO MANAGEMENT - Optimal Portfolios in Good Times and Bad - Multivariate outliers can be used to structure portfolios that can weather turbulent markets
Chow, George; Jacquier, Eric; Kritzman, Mark; Lowry, Kenneth - In: Financial analysts' journal : FAJ 55 (1999) 3, pp. 65-73
Persistent link: https://www.econbiz.de/10006298090