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- Defensive Portfolio Construction Based on Extreme
Value at RiskFrank Schmielewski and Stoyan StoyanovThe Journal of Portfolio Management April 2017, 43 (3) 42-50; DOI: https://doi.org/10.3905/jpm.2017.43.3.042 - PERSPECTIVES: The New Normal 2.0Mohamed A. El-ErianThe Journal of Portfolio Management June 2020, 46 (7) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.164
- INTRODUCTION: Quantitative Strategies: Multi-AssetFrank J. FabozziThe Journal of Portfolio Management May 2020, 46 (6) 1-3; DOI: https://doi.org/10.3905/jpm.2020.46.6.001
- Active Risk-Based InvestingEmmanuel Jurczenko and Jérôme TeiletcheThe Journal of Portfolio Management January 2018, 44 (3) 56-65; DOI: https://doi.org/10.3905/jpm.2018.44.3.056
- A Case for Tail-Risk-Based Sharpe RatiosJames X. Xiong and Thomas M. IdzorekThe Journal of Portfolio Management January 2018, 44 (3) 114-125; DOI: https://doi.org/10.3905/jpm.2018.44.3.114
- A CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class PortfoliosKartik Sivaramakrishnan and Robert StamicarThe Journal of Portfolio Management December 2017, 44 (2) 114-129; DOI: https://doi.org/10.3905/jpm.2018.44.2.114
- Currency-Hedging Optimization for Multi-Asset PortfoliosHelen Guo and Laura RyanThe Journal of Portfolio Management December 2017, 44 (2) 100-113; DOI: https://doi.org/10.3905/jpm.2018.44.2.100
- Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk ControlNoël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan SivasubramanianThe Journal of Portfolio Management March 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099
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