VAR and use of alternative risk measures of trading risk
- Inflation-Protecting Asset Allocation: A Downside Risk AnalysisTim Koniarski and Steffen SebastianThe Journal of Portfolio Management January 2015, 41 (2) 57-70; DOI: https://doi.org/10.3905/jpm.2015.41.2.057
- INTRODUCTIONMohamed A. El-ErianThe Journal of Portfolio Management September 2014, 40 (5) 1-4; DOI: https://doi.org/10.3905/jpm.2014.40.5.001
- Conviction in Equity InvestingMike Sebastian and Sudhakar AttaluriThe Journal of Portfolio Management July 2014, 40 (4) 77-88; DOI: https://doi.org/10.3905/jpm.2014.40.4.077
- Volatility versus Tail Risk: Which One Is Compensated in Equity Funds?James X. Xiong, Thomas M. Idzorek and Roger G. IbbotsonThe Journal of Portfolio Management January 2014, 40 (2) 112-121; DOI: https://doi.org/10.3905/jpm.2014.40.2.112
- Portfolio Risk Management Using
the Lorenz CurveHaim ShalitThe Journal of Portfolio Management April 2014, 40 (3) 152-159; DOI: https://doi.org/10.3905/jpm.2014.40.3.152 - The Blind Side: Managing Downside Risk
in Corporate Defined-Benefit PlansAbdullah Z. Sheikh and Jianxiong SunThe Journal of Portfolio Management April 2013, 39 (3) 65-83; DOI: https://doi.org/10.3905/jpm.2013.39.3.065 - Inflation-Hedging Portfolios: Economic Regimes MatterMarie Brière and Ombretta SignoriThe Journal of Portfolio Management July 2012, 38 (4) 43-58; DOI: https://doi.org/10.3905/jpm.2012.38.4.043
- Demystifying Equity Risk–Based Strategies:
A Simple Alpha plus Beta DescriptionRaul Leote de Carvalho, Xiao Lu and Pierre MoulinThe Journal of Portfolio Management April 2012, 38 (3) 56-70; DOI: https://doi.org/10.3905/jpm.2012.38.3.056 - Risk On/Risk OffWai LeeThe Journal of Portfolio Management April 2012, 38 (3) 28-39; DOI: https://doi.org/10.3905/jpm.2012.38.3.028
- Forecasting Yield Curves with Survey InformationJack Clark Francis and Jian HuaThe Journal of Portfolio Management April 2012, 38 (3) 149-155; DOI: https://doi.org/10.3905/jpm.2012.38.3.149
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