Table of Contents
Multi-Asset Special Issue 2018; Volume 44,Issue 2
A
Aked, Mike
- You have accessHobbled by BenchmarksMike Aked, Rob Arnott, Omid Shakernia and Jonathan TreussardThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 74-88; DOI: https://doi.org/10.3905/jpm.2018.44.2.074
Arnott, Rob
- You have accessHobbled by BenchmarksMike Aked, Rob Arnott, Omid Shakernia and Jonathan TreussardThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 74-88; DOI: https://doi.org/10.3905/jpm.2018.44.2.074
C
Clewell, David
- You have accessMacroeconomic Dashboards for Tactical Asset AllocationDavid Clewell, Chris Faulkner-Macdonagh, David Giroux, Sébastien Page and Charles ShriverThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 50-61; DOI: https://doi.org/10.3905/jpm.2018.44.2.050
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Faber, Meb
- You have accessA Quantitative Approach to Tactical Asset Allocation Revisited 10 Years LaterMeb FaberThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 156-167; DOI: https://doi.org/10.3905/jpm.2018.44.2.156
Faulkner-Macdonagh, Chris
- You have accessMacroeconomic Dashboards for Tactical Asset AllocationDavid Clewell, Chris Faulkner-Macdonagh, David Giroux, Sébastien Page and Charles ShriverThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 50-61; DOI: https://doi.org/10.3905/jpm.2018.44.2.050
Figelman, Ilya
- You have accessBlack–Litterman with a Factor Structure Applied to Multi-Asset PortfoliosIlya FigelmanThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 136-155; DOI: https://doi.org/10.3905/jpm.2018.44.2.136
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Giroux, David
- You have accessMacroeconomic Dashboards for Tactical Asset AllocationDavid Clewell, Chris Faulkner-Macdonagh, David Giroux, Sébastien Page and Charles ShriverThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 50-61; DOI: https://doi.org/10.3905/jpm.2018.44.2.050
Guo, Helen
- You have accessCurrency-Hedging Optimization for Multi-Asset PortfoliosHelen Guo and Laura RyanThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 100-113; DOI: https://doi.org/10.3905/jpm.2018.44.2.100
H
Hansen, Bo William
- You have accessDynamic Allocation or Diversification: A Regime-Based Approach to Multiple AssetsPeter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 62-73; DOI: https://doi.org/10.3905/jpm.2018.44.2.062
Heilbron, Ed
- You have accessCapital-Market-Aware LDI: Actively Navigating the De-Risking JourneyJoseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarrenThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130
I
Israel, Ronen
- You have accessCraftsmanship Alpha: An Application to Style InvestingRonen Israel, Sarah Jiang and Adrienne RossThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 23-39; DOI: https://doi.org/10.3905/jpm.2018.44.2.023
J
Jiang, Sarah
- You have accessCraftsmanship Alpha: An Application to Style InvestingRonen Israel, Sarah Jiang and Adrienne RossThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 23-39; DOI: https://doi.org/10.3905/jpm.2018.44.2.023
L
Larsen, Henrik Olejasz
- You have accessDynamic Allocation or Diversification: A Regime-Based Approach to Multiple AssetsPeter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 62-73; DOI: https://doi.org/10.3905/jpm.2018.44.2.062
Lindström, Erik
- You have accessDynamic Allocation or Diversification: A Regime-Based Approach to Multiple AssetsPeter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 62-73; DOI: https://doi.org/10.3905/jpm.2018.44.2.062
M
Madsen, Henrik
- You have accessDynamic Allocation or Diversification: A Regime-Based Approach to Multiple AssetsPeter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 62-73; DOI: https://doi.org/10.3905/jpm.2018.44.2.062
Martellini, Lionel
- You have accessProverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment SolutionsLionel Martellini and Vincent MilhauThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 8-22; DOI: https://doi.org/10.3905/jpm.2018.44.2.008
McFarren, Thomas
- You have accessCapital-Market-Aware LDI: Actively Navigating the De-Risking JourneyJoseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarrenThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130
Milhau, Vincent
- You have accessProverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment SolutionsLionel Martellini and Vincent MilhauThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 8-22; DOI: https://doi.org/10.3905/jpm.2018.44.2.008
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Nystrup, Peter
- You have accessDynamic Allocation or Diversification: A Regime-Based Approach to Multiple AssetsPeter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 62-73; DOI: https://doi.org/10.3905/jpm.2018.44.2.062
P
Page, Sébastien
- You have accessMacroeconomic Dashboards for Tactical Asset AllocationDavid Clewell, Chris Faulkner-Macdonagh, David Giroux, Sébastien Page and Charles ShriverThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 50-61; DOI: https://doi.org/10.3905/jpm.2018.44.2.050
Peskin, K. Stuart
- You have accessEvaluating Multi-Asset StrategiesK. Stuart PeskinThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 40-49; DOI: https://doi.org/10.3905/jpm.2018.44.2.040
R
Raffinot, Thomas
- You have accessHierarchical Clustering-Based Asset AllocationThomas RaffinotThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 89-99; DOI: https://doi.org/10.3905/jpm.2018.44.2.089
Ross, Adrienne
- You have accessCraftsmanship Alpha: An Application to Style InvestingRonen Israel, Sarah Jiang and Adrienne RossThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 23-39; DOI: https://doi.org/10.3905/jpm.2018.44.2.023
Ryan, Laura
- You have accessCurrency-Hedging Optimization for Multi-Asset PortfoliosHelen Guo and Laura RyanThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 100-113; DOI: https://doi.org/10.3905/jpm.2018.44.2.100
S
Senoski, Michael
- You have accessCapital-Market-Aware LDI: Actively Navigating the De-Risking JourneyJoseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarrenThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130
Shakernia, Omid
- You have accessHobbled by BenchmarksMike Aked, Rob Arnott, Omid Shakernia and Jonathan TreussardThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 74-88; DOI: https://doi.org/10.3905/jpm.2018.44.2.074
Shriver, Charles
- You have accessMacroeconomic Dashboards for Tactical Asset AllocationDavid Clewell, Chris Faulkner-Macdonagh, David Giroux, Sébastien Page and Charles ShriverThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 50-61; DOI: https://doi.org/10.3905/jpm.2018.44.2.050
Simonian, Joseph
- You have accessCapital-Market-Aware LDI: Actively Navigating the De-Risking JourneyJoseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarrenThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130
Sivaramakrishnan, Kartik
- You have accessA CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class PortfoliosKartik Sivaramakrishnan and Robert StamicarThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 114-129; DOI: https://doi.org/10.3905/jpm.2018.44.2.114
Sosa, Ognjen
- You have accessCapital-Market-Aware LDI: Actively Navigating the De-Risking JourneyJoseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarrenThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130
Stamicar, Robert
- You have accessA CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class PortfoliosKartik Sivaramakrishnan and Robert StamicarThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 114-129; DOI: https://doi.org/10.3905/jpm.2018.44.2.114
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Treussard, Jonathan
- You have accessHobbled by BenchmarksMike Aked, Rob Arnott, Omid Shakernia and Jonathan TreussardThe Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 74-88; DOI: https://doi.org/10.3905/jpm.2018.44.2.074
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The Journal of Portfolio Management
Vol. 44, Issue 2
Multi-Asset Special Issue 2018