Index by author

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

A

  1. Aked, Mike

    1. 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

  2. Arnott, Rob

    1. 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

C

  1. Clewell, David

    1. 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

F

  1. Faber, Meb

    1. A Quantitative Approach to Tactical Asset Allocation Revisited 10 Years Later
      Meb Faber
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 156-167; DOI: https://doi.org/10.3905/jpm.2018.44.2.156

  2. Faulkner-Macdonagh, Chris

    1. 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

  3. Figelman, Ilya

    1. Black–Litterman with a Factor Structure Applied to Multi-Asset Portfolios
      Ilya Figelman
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 136-155; DOI: https://doi.org/10.3905/jpm.2018.44.2.136

G

  1. Giroux, David

    1. 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

  2. Guo, Helen

    1. Currency-Hedging Optimization for Multi-Asset Portfolios
      Helen Guo and Laura Ryan
      The 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

  1. Hansen, Bo William

    1. Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets
      Peter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik Lindström
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 62-73; DOI: https://doi.org/10.3905/jpm.2018.44.2.062

  2. Heilbron, Ed

    1. Capital-Market-Aware LDI: Actively Navigating the De-Risking Journey
      Joseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarren
      The 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

  1. Israel, Ronen

    1. Craftsmanship Alpha: An Application to Style Investing
      Ronen Israel, Sarah Jiang and Adrienne Ross
      The 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

  1. Jiang, Sarah

    1. Craftsmanship Alpha: An Application to Style Investing
      Ronen Israel, Sarah Jiang and Adrienne Ross
      The 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

  1. Larsen, Henrik Olejasz

    1. Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets
      Peter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik Lindström
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 62-73; DOI: https://doi.org/10.3905/jpm.2018.44.2.062

  2. Lindström, Erik

    1. Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets
      Peter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik Lindström
      The 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

  1. Madsen, Henrik

    1. Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets
      Peter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik Lindström
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 62-73; DOI: https://doi.org/10.3905/jpm.2018.44.2.062

  2. Martellini, Lionel

    1. Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions
      Lionel Martellini and Vincent Milhau
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 8-22; DOI: https://doi.org/10.3905/jpm.2018.44.2.008

  3. McFarren, Thomas

    1. Capital-Market-Aware LDI: Actively Navigating the De-Risking Journey
      Joseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarren
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130

  4. Milhau, Vincent

    1. Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions
      Lionel Martellini and Vincent Milhau
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 8-22; DOI: https://doi.org/10.3905/jpm.2018.44.2.008

N

  1. Nystrup, Peter

    1. Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets
      Peter Nystrup, Bo William Hansen, Henrik Olejasz Larsen, Henrik Madsen and Erik Lindström
      The 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

  1. Page, Sébastien

    1. 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

  2. Peskin, K. Stuart

    1. 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

R

  1. Raffinot, Thomas

    1. Hierarchical Clustering-Based Asset Allocation
      Thomas Raffinot
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 89-99; DOI: https://doi.org/10.3905/jpm.2018.44.2.089

  2. Ross, Adrienne

    1. Craftsmanship Alpha: An Application to Style Investing
      Ronen Israel, Sarah Jiang and Adrienne Ross
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 23-39; DOI: https://doi.org/10.3905/jpm.2018.44.2.023

  3. Ryan, Laura

    1. Currency-Hedging Optimization for Multi-Asset Portfolios
      Helen Guo and Laura Ryan
      The 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

  1. Senoski, Michael

    1. Capital-Market-Aware LDI: Actively Navigating the De-Risking Journey
      Joseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarren
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130

  2. Shakernia, Omid

    1. 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

  3. Shriver, Charles

    1. 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

  4. Simonian, Joseph

    1. Capital-Market-Aware LDI: Actively Navigating the De-Risking Journey
      Joseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarren
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130

  5. Sivaramakrishnan, Kartik

    1. A CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class Portfolios
      Kartik Sivaramakrishnan and Robert Stamicar
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 114-129; DOI: https://doi.org/10.3905/jpm.2018.44.2.114

  6. Sosa, Ognjen

    1. Capital-Market-Aware LDI: Actively Navigating the De-Risking Journey
      Joseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarren
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130

  7. Stamicar, Robert

    1. A CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class Portfolios
      Kartik Sivaramakrishnan and Robert Stamicar
      The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 114-129; DOI: https://doi.org/10.3905/jpm.2018.44.2.114

T

  1. Treussard, Jonathan

    1. 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
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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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