Works matching IS 00954918 AND DT 2024 AND VI 50 AND IP 3
Results: 12
Customized Risk Analysis through Dynamic Factor Definitions.
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- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 192
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- Publication type:
- Article
Modeling Models: Factor and Risk Decompositions of Model Portfolio Strategies.
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- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 174, doi. 10.3905/jpm.2023.1.572
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- Article
Peer Group Identification in Factor Portfolios: A Data-Driven Approach.
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- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 149, doi. 10.3905/jpm.2023.1.566
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- Article
Equity Factor Timing: A Two-Stage Machine Learning Approach.
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- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 132, doi. 10.3905/jpm.2023.50.3.132
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- Publication type:
- Article
Do Factor Models Explain Breaks in the Distribution of Equity Returns?
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 111, doi. 10.3905/jpm.2023.1.568
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- Article
Evaluating and Comparing Risk Model Performance.
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- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 90, doi. 10.3905/jpm.2023.1.565
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- Publication type:
- Article
The Cross-Section of Factor Returns.
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- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 74, doi. 10.3905/jpm.2023.1.556
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- Article
Factor Investing for Taxable Investors.
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- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 55, doi. 10.3905/jpm.2023.1.559
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- Article
Fixed Income Factors: Theory and Practice.
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- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 41, doi. 10.3905/jpm.2023.1.564
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- Publication type:
- Article
Perspective: Asset Classes versus Risk Factors or Asset Classes and Risk Factors?
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 32, doi. 10.3905/jpm.2023.1.563
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- Publication type:
- Article
Factor Zoo (.zip).
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 11, doi. 10.3905/jpm.2023.1.561
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- Publication type:
- Article
Editor's Introduction for 2024 Special Issue on Factor Investing.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 3, p. 1, doi. 10.3905/jpm.2023.1.576
- Publication type:
- Article