Works matching IS 00954918 AND DT 2024 AND VI 50 AND IP 3

Results: 12

Customized Risk Analysis through Dynamic Factor Definitions.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 3, p. 192

By:

Guijarro-Ordonez, Jorge;
van Beek, Misha;
Dhaliwal, Amandeep;
Ng, Khai Sheng;
Sinha, Saurabh

Publication type:

Article

Modeling Models: Factor and Risk Decompositions of Model Portfolio Strategies.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 3, p. 174, doi. 10.3905/jpm.2023.1.572

By:

Paul, Alyson;
Sikora, Bart;
Rawal, Mehul;
Wasserman, Susan;
Ang, Andrew

Publication type:

Article

Peer Group Identification in Factor Portfolios: A Data-Driven Approach.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 3, p. 149, doi. 10.3905/jpm.2023.1.566

By:

French, Ross

Publication type:

Article

Equity Factor Timing: A Two-Stage Machine Learning Approach.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 3, p. 132, doi. 10.3905/jpm.2023.50.3.132

By:

DiCiurcio, Kevin J.;
Wu, Boyu;
Xu, Fei;
Rodemer, Scott;
Wang, Qian

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

By:

Lleo, Sébastien;
Ziemba, William T.;
Li, Jessica

Publication type:

Article

Evaluating and Comparing Risk Model Performance.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 3, p. 90, doi. 10.3905/jpm.2023.1.565

By:

Menchero, Jose;
Lazanas, Anthony

Publication type:

Article

The Cross-Section of Factor Returns.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 3, p. 74, doi. 10.3905/jpm.2023.1.556

By:

Blitz, David

Publication type:

Article

Factor Investing for Taxable Investors.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 3, p. 55, doi. 10.3905/jpm.2023.1.559

By:

Davis, Ben;
Li, Tianchuan;
Nemtchinov, Vassilii

Publication type:

Article

Fixed Income Factors: Theory and Practice.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 3, p. 41, doi. 10.3905/jpm.2023.1.564

By:

Chambers, Benton;
McDonnell, Reed;
Razzouk, Nancy;
Corum, Noelle

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

By:

Page, Sébastien

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

By:

Swade, Alexander;
Hanauer, Matthias X.;
Lohre, Harald;
Blitz, David

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