Asset allocation by using the Sharpe rule: how to improve an existing portfolio by adding some new assets?

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The journal of asset management
1. Verfasser:	Yu, Kwok Wai (VerfasserIn)
Weitere Verfasser:	Yang, Xiao Qi (VerfasserIn), Wong, Heung (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2007
Schlagworte:	Investmentfonds > Portfolio-Management > Anlageverhalten > Aufsatz in Zeitschrift
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Band
Special issue: risks related to environmental, social and governmental issues (ESG)	2020	volume 21, number 1 (February 2020)
Special issue in cooperation with the Chicago Quantitative Alliance	2020	volume 21, number 7 (December 2020)
Special Issue: the 12th Financial Risks International Forum of the Louis Bachelier Institute, Paris	2019	volume 20, number 6 (October 2019)
Special issue following the 11th Financial Risks International Forum of the Louis Bachelier Institute, Paris	2018	volume 19, number 5 (September 2018)
Special issue: advances in derivatives and hedge funds	2015	volume 16, number 4 (July 2015)
Special issue: Asset and liability management/liability driven investment for pension funds	2010	11.2010/11, 2/3
Special issue: Selected topics in investment management and research	2008	9.2008/09, 2