Best Practices in Research for Quantitative Equity Strategies.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 135, doi. 10.3905/jpm.2016.42.5.135
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- Publication type:
- Article
Works matching IS 00954918 AND DT 2016 AND VI 42 AND IP 5
Results: 13
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The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds.
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- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 123, doi. 10.3905/jpm.2016.42.5.123
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- Publication type:
- Article
3
Stability-Adjusted Portfolios.
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- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 113, doi. 10.3905/jpm.2016.42.5.113
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- Publication type:
- Article
4
Seeking Alpha? It's a Bad Guideline for Portfolio Optimization.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 107, doi. 10.3905/jpm.2016.42.5.107
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- Publication type:
- Article
5
Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 94, doi. 10.3905/jpm.2016.42.5.094
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- Publication type:
- Article
6
Flexible Indeterminate Factor-Based Asset Allocation.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 79, doi. 10.3905/jpm.2016.42.5.079
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- Publication type:
- Article
7
Alpha Signals, Smart Betas, and Factor Model Alignment.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 51, doi. 10.3905/jpm.2016.42.5.051
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- Publication type:
- Article
8
Hares with Tortoise Genes.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 1
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- Publication type:
- Article
9
Adjusted Factor-Based Performance Attribution.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 67, doi. 10.3905/jpm.2016.42.5.067
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- Publication type:
- Article
10
A Trustee Guide to Factor Investing.
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- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 28, doi. 10.3905/jpm.2016.42.5.028
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- Publication type:
- Article
11
Factors to Assets: Mapping Factor Exposures to Asset Allocations.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 18, doi. 10.3905/jpm.2016.42.5.018
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- Publication type:
- Article
12
Can the Whole Be More Than the Sum of the Parts? Bottom-Up versus Top-Down Multifactor Portfolio Construction.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 39, doi. 10.3905/jpm.2016.42.5.039
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- Publication type:
- Article
13
The Siren Song of Factor Timing aka "Smart Beta Timing" aka "Style Timing".
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 1, doi. 10.3905/jpm.2016.42.5.001
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- Publication type:
- Article