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Quadratic programming for portfolio planning: Insights into algorithmic and computational issues JOURNAL ARTICLE published September 2007 in Journal of Asset Management |
Time-varying flow-performance sensitivity and investor sophistication JOURNAL ARTICLE published October 2014 in Journal of Asset Management |
RAFI® replication: Easier done than said? JOURNAL ARTICLE published June 2012 in Journal of Asset Management |
A comparison between German and Spanish equity fund markets JOURNAL ARTICLE published September 2007 in Journal of Asset Management |
Using the Black and Litterman framework for stress test analysis in asset management JOURNAL ARTICLE published October 2010 in Journal of Asset Management |
Attempt to resolve the momentum effect enigma: Proposition of investors’ progressive rationality JOURNAL ARTICLE published August 2013 in Journal of Asset Management |
Active or passive? JOURNAL ARTICLE published April 2001 in Journal of Asset Management |
How well can multi-manager funds diversify? JOURNAL ARTICLE published May 2008 in Journal of Asset Management |
Forecasting and compulsion JOURNAL ARTICLE published March 2007 in Journal of Asset Management |
Editorial: Challenges and chances for European exchanges JOURNAL ARTICLE published April 2001 in Journal of Asset Management |
Price reversals in global equity markets JOURNAL ARTICLE published December 2010 in Journal of Asset Management |
Marketing of hedge funds to German investors JOURNAL ARTICLE published April 2001 in Journal of Asset Management |
Advanced frequency and time domain filters for currency portfolio management JOURNAL ARTICLE published May 2006 in Journal of Asset Management |
Performance of UK equity unit trusts JOURNAL ARTICLE published July 2000 in Journal of Asset Management |
Strategy design and the fallacies of breadth JOURNAL ARTICLE published December 2020 in Journal of Asset Management |
Simple and optimal alpha strategy selection and risk budgeting or Goodbye to 91.5 per cent and all that JOURNAL ARTICLE published August 2011 in Journal of Asset Management |
Editorial JOURNAL ARTICLE published February 2011 in Journal of Asset Management |
The importance of sector constraints JOURNAL ARTICLE published February 2014 in Journal of Asset Management |
Do tracking errors reliably estimate portfolio risk? JOURNAL ARTICLE published December 2001 in Journal of Asset Management |
Bonding, signaling theory and dividend policy: Evidence from multinational firms JOURNAL ARTICLE published February 2023 in Journal of Asset Management |