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Buy-and-hold verszs constantly rebalanced portfolios : a theoretical comparison
Spinu, Florin - In: The journal of asset management 16 (2015) 2, pp. 79-84
Persistent link: https://www.econbiz.de/10011411924
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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The efficiency of target-date funds
Tang, Ning; Lin, Yen-Ting - In: The journal of asset management 16 (2015) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10011411961
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Russian-doll risk models
Kakushadze, Zura - In: The journal of asset management 16 (2015) 3, pp. 170-185
Persistent link: https://www.econbiz.de/10011413287
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An approach to improve meanvariance portfolio optimization model
Yanushevsky, Rafael; Yanushevsky's, Daniel - In: The journal of asset management 16 (2015) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10011413306
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Dynamic asset allocation
Madhogarhia, Pawan K.; Lam, Marco - In: The journal of asset management 16 (2015) 5, pp. 293-302
Persistent link: https://www.econbiz.de/10011416515
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Multistage stochastic optimization for private equity investments
Reus, Lorenzo; Mulvey, John M. - In: The journal of asset management 16 (2015) 5, pp. 342-362
Persistent link: https://www.econbiz.de/10011416619
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Innovative currency risk management : the new life of the monetary model
Dupuy, Philippe; Adjriou, Abdelak - In: The journal of asset management 16 (2015) 6, pp. 374-385
Persistent link: https://www.econbiz.de/10011416625
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The role of covered bonds in the minimum-variance portfolio
Sulku, Petri; Falkenbach, Heidi - In: The journal of asset management 16 (2015) 6, pp. 415-426
Persistent link: https://www.econbiz.de/10011416645
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Optimal portfolio leverage
Van Rensburg, Paul - In: The journal of asset management 17 (2016) 1, pp. 22-33
Persistent link: https://www.econbiz.de/10011485126