Works matching DE "WRAP accounts"
Results: 32
Balancing Asset Growth and Liability Hedging through Risk Parity.
- Published in:
- Journal of Investing, 2011, v. 20, n. 1, p. 128, doi. 10.3905/joi.2011.20.1.128
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- Article
Using Value at Risk to Enhance Asset Allocation in Life-Cycle Investment Funds.
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- Journal of Investing, 2009, v. 18, n. 1, p. 87, doi. 10.3905/JOI.2009.18.1.087
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- Article
The Tortoise and the Hare: Portfolio Dynamics for Active Managers.
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- Journal of Investing, 2008, v. 17, n. 4, p. 106, doi. 10.3905/JOI.2008.17.4.106
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- Article
Stable distributions in the Black-Litterman approach to asset allocation.
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- Quantitative Finance, 2007, v. 7, n. 4, p. 423, doi. 10.1080/14697680701442731
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- Publication type:
- Article
Stability analysis of portfolio management with conditional value-at-risk.
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- Quantitative Finance, 2007, v. 7, n. 4, p. 397, doi. 10.1080/14697680701483222
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- Article
Coherent measures of risk in everyday market practice.
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- Quantitative Finance, 2007, v. 7, n. 4, p. 359, doi. 10.1080/14697680701461590
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- Publication type:
- Article
On the equivalence of the static and dynamic asset allocation problems.
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- Quantitative Finance, 2006, v. 6, n. 2, p. 173, doi. 10.1080/14697680600580946
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- Publication type:
- Article
Dynamic asset allocation under VaR constraint with stochastic interest rates.
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- Annals of Operations Research, 2009, v. 172, n. 1, p. 97, doi. 10.1007/s10479-008-0509-9
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- Article
Introducing the Multi-Asset Strategy Index.
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- Journal of Alternative Investments, 2008, v. 11, n. 3, p. 6, doi. 10.3905/JAI.2009.11.3.006
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- Publication type:
- Article
TACTICAL ASSET ALLOCATION: CAN IT WORK?
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- Journal of Financial Research, 1994, v. 17, n. 4, p. 465, doi. 10.1111/j.1475-6803.1994.tb00159.x
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- Article
The Impact of Skewness and Fat Tails on the Asset Allocation Decision.
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- Financial Analysts Journal, 2011, v. 67, n. 2, p. 23, doi. 10.2469/faj.v67.n2.5
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- Publication type:
- Article
Sector, Style, Region: Explaining Stock Allocation Performance.
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- Financial Analysts Journal, 2007, v. 63, n. 3, p. 59, doi. 10.2469/faj.v63.n3.4691
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- Publication type:
- Article
Global Sector Rotation: New Look at an Old Idea.
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- Financial Analysts Journal, 1998, v. 54, n. 3, p. 6, doi. 10.2469/faj.v54.n3.2175
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- Publication type:
- Article
The Currency Hedging Decision: A Search for Synthesis in Asset Allocation.
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- Financial Analysts Journal, 1995, v. 51, n. 3, p. 8, doi. 10.2469/faj.v51.n3.1900
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- Publication type:
- Article
Caveat Emptor: Asset Allocation.
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- Financial Analysts Journal, 1993, v. 49, n. 4, p. 4
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- Publication type:
- Article
Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect.
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- American Economic Review, 2009, v. 99, n. 5, p. 2085, doi. 10.1257/aer.99.5.2085
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- Publication type:
- Article
Brokers are fiduciaries -- now what? The new US federal fiduciary best interest of the customer standard of care and its impact on existing FINRA regulation of wrap accounts.
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- Journal of Securities Operations & Custody, 2010, v. 3, n. 2, p. 148, doi. 10.69554/jyrq9742
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- Article
Sovereign wealth funds, catalyzers for global financial markets.
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- Theoretical & Applied Economics, 2014, v. 21, n. 2, p. 7
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- Article
Reality check: The implications of applying sustainable withdrawal rate analysis to real world portfolios.
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- Financial Services Review, 2009, v. 18, n. 2, p. 123
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- Article
Dynamic Asset Allocation During Different Inflation Scenarios.
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- Journal of Financial Planning, 2003, v. 16, n. 10, p. 42
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- Article
It's a Wrap….
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- Journal of Financial Planning, 2001, v. 14, n. 7, p. 22
- Publication type:
- Article
Mutual Fund Alternatives: Should Planners Step Outside the Box?
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- Journal of Financial Planning, 1998, v. 11, n. 1, p. 46
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- Publication type:
- Article
Recent Trends in Equity Portfolio Construction Analytics.
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- Journal of Portfolio Management, 2014, v. 40, n. 3, p. 137, doi. 10.3905/jpm.2014.40.3.137
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- Publication type:
- Article
Is Markowitz Wrong?
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- Journal of Portfolio Management, 2013, v. 40, n. 1, p. 8, doi. 10.3905/jpm.2013.40.1.008
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- Publication type:
- Article
The Determinants of the Importance of Asset Allocation.
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- Journal of Portfolio Management, 2011, v. 37, n. 3, p. 37, doi. 10.3905/jpm.2011.37.3.037
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- Publication type:
- Article
Strategic Asset Allocation and International Investing.
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- Journal of Portfolio Management, 2000, v. 27, n. 1, p. 53, doi. 10.3905/jpm.2000.319783
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- Publication type:
- Article
Short-Horizon Inputs and Long-Horizon Portfolio Choice.
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- Journal of Portfolio Management, 1994, v. 20, n. 4, p. 76, doi. 10.3905/jpm.1994.409486
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- Publication type:
- Article
Asymmetric return patterns: evidence from 33 international stock market indices.
- Published in:
- Applied Economics Letters, 2009, v. 16, n. 8, p. 775, doi. 10.1080/13504850701222020
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- Publication type:
- Article
Abstracts
- Published in:
- 2002
- Publication type:
- Abstract
The Performance of Tactical Asset Allocation.
- Published in:
- Financial Analysts Journal, 1991, v. 47, n. 5, p. 63, doi. 10.2469/faj.v47.n5.63
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- Publication type:
- Article
Asset Allocation in a Downside-Risk Framework.
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- Financial Analysts Journal, 1991, v. 47, n. 5, p. 28, doi. 10.2469/faj.v47.n5.28
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- Publication type:
- Article
Trading Intensity and Real Estate Performance.
- Published in:
- Journal of Real Estate Finance & Economics, 2007, v. 35, n. 4, p. 449, doi. 10.1007/s11146-007-9050-x
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- Publication type:
- Article