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.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 282, doi. 10.3905/jpm.2022.1.336
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- Article
Downside Risk-Parity Portfolio.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 261, doi. 10.3905/jpm.2022.1.332
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The Long and the Short of Risk Parity.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 241, doi. 10.3905/jpm.2022.1.333
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Using a Life Cycle Model to Design a Target Date Glidepath.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 228, doi. 10.3905/jpm.2022.1.337
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- Article
Diversification--A Free Starbucks Cup of Coffee?
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 220, doi. 10.3905/jpm.2022.1.330
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- Article
Cross-Asset Skew.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 194, doi. 10.3905/jpm.2022.1.335
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- Article
Sharpe Parity Redux.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 183, doi. 10.3905/jpm.2022.1.339
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- Article
Workhorse or Trojan Horse? The Alternative Risk Premium Conundrum in Multi-Asset Portfolios.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 147, doi. 10.3905/jpm.2022.1.342
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- Article
Portfolio Risk Mitigation without Bonds.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 136, doi. 10.3905/jpm.2022.1.329
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- Article
Risk Parity and Beyond--From Asset Allocation to Risk Allocation Decisions.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 108, doi. 10.3905/jpm.2022.1.340
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- Article
When to Diversify Differently.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 91, doi. 10.3905/jpm.2022.1.328
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A Novel Approach to Risk Parity: Diversification across Risk Factors and Market Regimes.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 73, doi. 10.3905/jpm.2022.1.327
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- Article
Dual-Horizon Strategic Asset Allocation.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 59, doi. 10.3905/jpm.2022.1.331
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- Article
Net-Zero Investing for Multi-Asset Portfolios Seeking to Satisfy Paris-Aligned Benchmark Requirements with Climate Alpha Signals.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 33, doi. 10.3905/jpm.2022.1.334
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- Article
Multi-Asset Class Factor Premia: A Strategic Asset Allocation Perspective.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 14, doi. 10.3905/jpm.2022.1.338
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- Article
Editor's Introduction for the 2022 Special Issue on Multi-Asset Strategies.
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- Journal of Portfolio Management, 2022, v. 48, n. 4, p. 1, doi. 10.3905/jpm.2022.48.4.001
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- Article