The Impact of Climate Change Risk on Long-Term Asset Allocation.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 238, doi. 10.3905/jpm.2024.1.586
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2024 AND VI 50 AND IP 5
Results: 11
1
2
Do Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 218, doi. 10.3905/jpm.2024.1.583
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- Publication type:
- Article
3
Time-Varying Factor Allocation.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 158, doi. 10.3905/jpm.2024.1.589
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- Publication type:
- Article
4
Dynamic Asset Allocation Using Machine Learning: Seeing the Forest for the Trees.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 132, doi. 10.3905/jpm.2024.1.582
- By:
- Publication type:
- Article
5
On Risk Parity Performance.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 103, doi. 10.3905/jpm.2024.1.585
- By:
- Publication type:
- Article
6
From Risk Parity to Outcome Risk Parity: A Review and Extension of the Risk Parity Portfolio with Return Predictability.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 73, doi. 10.3905/jpm.2024.50.5.073
- By:
- Publication type:
- Article
7
Personalized Target-Date Funds.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 57, doi. 10.3905/jpm.2024.1.584
- By:
- Publication type:
- Article
8
A Century of Macro Factor Investing--Diversified Multi-Asset Multi-Factor Strategies through the Cycles.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 37, doi. 10.3905/jpm.2024.1.587
- By:
- Publication type:
- Article
9
Quantifying Portfolio Diversification Benefit via Return Indifference Curves.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 25, doi. 10.3905/jpm.2023.1.557
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- Publication type:
- Article
10
A Rational Multi-Asset Portfolio Rebalancing Decision-Making Framework.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 11, doi. 10.3905/jpm.2024.50.5.011
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- Publication type:
- Article
11
Editor's Introduction for the 2024 Special Issue on Multi-Asset Strategies and Asset Allocation.
- Published in:
- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 1, doi. 10.3905/jpm.2024.1.593
- By:
- Publication type:
- Article