| The size premium in equity markets : where is the risk?
|
2019 |
Ciliberti, Stefano |
| Multi-asset volatility premiums or anomalies?
|
2019 |
Jacobsen, Brian |
| Preparing a multi-asset class portfolio for shocks to economic growth
|
2019 |
Podkaminer, Eugene |
| The Golden Age of quant
|
2019 |
Sorensen, Eric H. |
| On black's leverage effect in firms with no leverage
|
2019 |
Hasanhodzic, Jasmina |
| Great expectations : a tactical asset allocation framework for diversified real asset portfolios
|
2019 |
Simonian, Joseph |
| Carry-based expected returns for strategic asset allocation
|
2019 |
Schnetzer, Michael |
| Tail risk in the cross section of alternative risk premium strategies
|
2019 |
Baltas, Nick |
| Special issue on multi-asset strategies : introduction
|
2019 |
Fabozzi, Frank J. |
| Foundations of ESG investing : how ESG affects equity valuation, risk and performance
|
2019 |
Giese, Guido |
| Managing the downside of active and passive strategies, part 1, convexity and fragilities
|
2019 |
Douady, Raphaël |
| Volatility-managed portfolio : does it really work?
|
2019 |
Liu, Fang |
| Policy portfolios and portfolio characteristics
|
2019 |
Simonian, Joseph |
| Fitting private equity into the total portfolio framework
|
2019 |
Rudin, Alexander |
| Dynamic strategy migration and the evolution of risk premia
|
2019 |
Kuenzi, David E. |
| Relative strength over investment horizons and stock returns
|
2019 |
Zhu, Zhaobo |
| Why do enterprise multiples predict expected stock returns?
|
2019 |
Crawford, Steven S. |
| Valuation bias and limits to nudges
|
2019 |
Shefrin, Hersh |
| "Flexicure" retirement solutions : a part of the answer to the pension crisis?
|
2019 |
Martellini, Lionel |
| Asset allocation vs. factor allocation : can we build a unified method?
|
2019 |
Bender, Jennifer |
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