| Asset allocation vs. factor allocation : can we build a unified method?
|
2019 |
Bender, Jennifer |
| Tactical and tax aware GTAA
|
2019 |
Aked, Michael |
| Do social media trump news? : the relative importance of social media and news based sentiment for market timing
|
2019 |
Beckers, Stan |
| The best of strategies for the worst of times : can portfolios be crisis proofed?
|
2019 |
Harvey, Campbell R. |
| Protecting the downside of trend when it is not your friend
|
2019 |
Yang, Kun |
| Winning the right game : the search for investment excellence : invited editorial comment
|
2019 |
Koedijk, Kees |
| Accelerating learning in active management : the Alpha-Brier process
|
2019 |
Cerniglia, Joseph A. |
| Risk and reward in the orphan drug industry
|
2019 |
Lo, Andrew W. |
| Crowded trades : implications for sector rotation and factor timing
|
2019 |
Kinlaw, William |
| And the winner is ... : a comparison of valuation measures for equity country allocation
|
2019 |
Zaremba, Adam |
| Scaling and adaptive asset allocation
|
2019 |
Wilcox, Jarrod |
| Trading against the grain : when insiders buy high and sell low
|
2019 |
Li, Ruihai |
| 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 |
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