Other
- Constructing Risk Parity Portfolios: Rebalance, Leverage,
or Both?Oleg Ruban and Dimitris MelasThe Journal of Investing February 2011, 20 (1) 99-107; DOI: https://doi.org/10.3905/joi.2011.20.1.099 - Risk Parity and DiversificationEdward QianThe Journal of Investing February 2011, 20 (1) 119-127; DOI: https://doi.org/10.3905/joi.2011.20.1.119
- Risk Parity Portfolio vs. Other Asset Allocation Heuristic PortfoliosDenis Chaves, Jason Hsu, Feifei Li and Omid ShakerniaThe Journal of Investing February 2011, 20 (1) 108-118; DOI: https://doi.org/10.3905/joi.2011.20.1.108
- Exchange-Traded Notes: An IntroductionColby Wright, Dean Diavatopoulos and James FeltonThe Journal of Investing May 2010, 19 (2) 27-37; DOI: https://doi.org/10.3905/joi.2010.19.2.027
- Stress Testing Arbitrage StrategiesEllen Rachlin and Maria CastroThe Journal of Investing February 2010, 19 (1) 45-51; DOI: https://doi.org/10.3905/JOI.2010.19.1.045
- The Paradox of DiversificationMichael StutzerThe Journal of Investing February 2010, 19 (1) 32-35; DOI: https://doi.org/10.3905/JOI.2010.19.1.032
- Using Value at Risk to Enhance Asset Allocation in Life-Cycle Investment FundsNigel D Lewis and John OkunevThe Journal of Investing February 2009, 18 (1) 87-91; DOI: https://doi.org/10.3905/JOI.2009.18.1.087
- Can Precious Metals Make Your Portfolio Shine?C. Mitchell Conover, Gerald R Jensen, Robert R Johnson and Jeffrey M MercerThe Journal of Investing February 2009, 18 (1) 75-86; DOI: https://doi.org/10.3905/JOI.2009.18.1.075
- A Framework for Factor Return AttributionTommi Johnsen and Donald J NesbittThe Journal of Investing February 2009, 18 (1) 59-68; DOI: https://doi.org/10.3905/JOI.2009.18.1.059
- Noisy Signals: A Challenge to Tactical StrategiesJoseph H Davis and Christopher PhilipsThe Journal of Investing February 2009, 18 (1) 53-58; DOI: https://doi.org/10.3905/JOI.2009.18.1.053
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (464)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (614)
- Retirement (481)
- Social security (98)
- Pension funds (175)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (329)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1818)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1818)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1361)
- Simulations (295)
- Quantitative methods (437)
- Real assets/alternative investments/private equity
- Real estate (219)
- Commodities (194)
- Other real assets (99)
- Currency (172)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (855)
- Security analysis and valuation
- Technical analysis (113)