Table of Contents

Multi-Asset Special Issue 2018; Volume 44,Issue 2

Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions

Craftsmanship Alpha: An Application to Style Investing

Evaluating Multi-Asset Strategies

  • Evaluating Multi-Asset Strategies
    K. Stuart Peskin
    The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 40-49; DOI: https://doi.org/10.3905/jpm.2018.44.2.040

Macroeconomic Dashboards for Tactical Asset Allocation

  • Macroeconomic Dashboards for Tactical Asset Allocation
    David Clewell, Chris Faulkner-Macdonagh, David Giroux, Sébastien Page and Charles Shriver
    The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 50-61; DOI: https://doi.org/10.3905/jpm.2018.44.2.050

Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets

Hobbled by Benchmarks

  • Hobbled by Benchmarks
    Mike Aked, Rob Arnott, Omid Shakernia and Jonathan Treussard
    The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 74-88; DOI: https://doi.org/10.3905/jpm.2018.44.2.074

Hierarchical Clustering-Based Asset Allocation

Currency-Hedging Optimization for Multi-Asset Portfolios

A CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class Portfolios

Capital-Market-Aware LDI: Actively Navigating the De-Risking Journey

Black–Litterman with a Factor Structure Applied to Multi-Asset Portfolios

A Quantitative Approach to Tactical Asset Allocation Revisited 10 Years Later

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The Journal of Portfolio Management: 44 (2)
The Journal of Portfolio Management
Vol. 44, Issue 2
Multi-Asset Special Issue 2018
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