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A note on the industry returns of NASDAQ-listed ADRs
Schaub, Mark; Simmons, Garland - In: Applied economics letters 29 (2022) 4, pp. 360-365
Persistent link: https://www.econbiz.de/10012803548
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Delegated portfolio management and diversification
Christensen, Michael; Vansgaard Christensen, Michael; … - In: Applied economics letters 23 (2016) 4/6, pp. 255-258
Persistent link: https://www.econbiz.de/10011430436
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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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Multiple risk factor dependence structures : distributional properties
Su, Jianxi; Furman, Edward - In: Insurance / Mathematics & economics 76 (2017), pp. 56-68
Persistent link: https://www.econbiz.de/10011774770
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Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis - In: The journal of asset management 15 (2014) 3, pp. 177-190
Persistent link: https://www.econbiz.de/10010415936
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Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger - In: Insurance / Mathematics & economics 86 (2019), pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
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Tactical factor allocation for multifactor portfolios
Kim, Saejoon - In: Applied economics letters 29 (2022) 9, pp. 847-850
Persistent link: https://www.econbiz.de/10013411797
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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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Virtual currency, tangible return : portfolio diversification with bitcoin
Brière, Marie; Oosterlinck, Kim; Szafarz, Ariane - In: The journal of asset management 16 (2015) 6, pp. 365-373
Persistent link: https://www.econbiz.de/10011416624
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Towards greater diversification in central bank reserves
Brière, Marie; Mignon, Valérie; Oosterlinck, Kim; … - In: The journal of asset management 17 (2016) 4, pp. 295-312
Persistent link: https://www.econbiz.de/10011504904