Works matching IS 00954918 AND DT 2022 AND VI 48 AND IP 4

Results: 16

Dual Momentum: Testing the Dual Momentum Strategy and Implications for Lifetime Allocations.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 282, doi. 10.3905/jpm.2022.1.336

By:

Ha, Seokkeun;
Fabozzi, Frank J.

Publication type:

Article

Downside Risk-Parity Portfolio.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 261, doi. 10.3905/jpm.2022.1.332

By:

Luo, Ronghua;
Wang, Haohan;
Liu, Weiyi

Publication type:

Article

The Long and the Short of Risk Parity.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 241, doi. 10.3905/jpm.2022.1.333

By:

Rubesam, Alexandre

Publication type:

Article

Using a Life Cycle Model to Design a Target Date Glidepath.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 228, doi. 10.3905/jpm.2022.1.337

By:

Lanski, Ilia;
Paramaguru, Raj;
Phoa, Wesley;
Wang, Yung;
Hammond, P. Brett

Publication type:

Article

Diversification--A Free Starbucks Cup of Coffee?

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 220, doi. 10.3905/jpm.2022.1.330

By:

Anson, Mark

Publication type:

Article

Cross-Asset Skew.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 194, doi. 10.3905/jpm.2022.1.335

By:

Baltas, Nick;
Salinas, Gabriel

Publication type:

Article

Sharpe Parity Redux.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 183, doi. 10.3905/jpm.2022.1.339

By:

Simonian, Joseph;
Martirosyan, Anna

Publication type:

Article

Workhorse or Trojan Horse? The Alternative Risk Premium Conundrum in Multi-Asset Portfolios.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 147, doi. 10.3905/jpm.2022.1.342

By:

Gorman, Stephen A.;
Fabozzi, Frank J.

Publication type:

Article

Portfolio Risk Mitigation without Bonds.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 136, doi. 10.3905/jpm.2022.1.329

By:

Stamos, Michael

Publication type:

Article

Risk Parity and Beyond--From Asset Allocation to Risk Allocation Decisions.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 108, doi. 10.3905/jpm.2022.1.340

By:

Deguest, Romain;
Martellini, Lionel;
Meucci, Attilio

Publication type:

Article

When to Diversify Differently.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 91, doi. 10.3905/jpm.2022.1.328

By:

Jacobsen, Brian;
Scheiber, Matthias

Publication type:

Article

A Novel Approach to Risk Parity: Diversification across Risk Factors and Market Regimes.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 73, doi. 10.3905/jpm.2022.1.327

By:

Kelliher, Chris;
Hazrachoudhury, Avishek;
Irving, Bill

Publication type:

Article

Dual-Horizon Strategic Asset Allocation.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 59, doi. 10.3905/jpm.2022.1.331

By:

Rudin, Alexander;
Farley, Daniel

Publication type:

Article

Net-Zero Investing for Multi-Asset Portfolios Seeking to Satisfy Paris-Aligned Benchmark Requirements with Climate Alpha Signals.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 33, doi. 10.3905/jpm.2022.1.334

By:

Hodges, Philip;
Ren, He;
Schwaiger, Katharina;
Ang, Andrew

Publication type:

Article

Multi-Asset Class Factor Premia: A Strategic Asset Allocation Perspective.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 14, doi. 10.3905/jpm.2022.1.338

By:

Cavaglia, Stefano;
Scott, Louis;
Blay, Kenneth;
Hixon, Scott

Publication type:

Article

Editor's Introduction for the 2022 Special Issue on Multi-Asset Strategies.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 4, p. 1, doi. 10.3905/jpm.2022.48.4.001

By:

Fabozzi, Frank J.

Publication type:

Article