Parsimonious Asset Allocation

被引:0
|
作者
Ennis, Richard M.
机构
关键词
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:6 / +
页数:3
相关论文
共 50 条
  • [21] Multicriteria asset allocation in practice
    Dachert, Kerstin
    Grindel, Ria
    Leoff, Elisabeth
    Mahnkopp, Jonas
    Schirra, Florian
    Wenzel, Jorg
    [J]. OR SPECTRUM, 2022, 44 (02) : 349 - 373
  • [22] An asset allocation puzzle: Comment
    Shalit, H
    Yitzhaki, S
    [J]. AMERICAN ECONOMIC REVIEW, 2003, 93 (03): : 1002 - 1008
  • [23] The Role of Factors in Asset Allocation
    Kritzman, Mark
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2021, 47 (05): : 58 - 64
  • [24] Mass Customization of Asset Allocation
    Issaoui, Tarek
    Perchet, Romain
    Retiere, Olivier
    Soupe, Francois
    Yin, Chenyang
    de Carvalho, Raul Leote
    [J]. JOURNAL OF INVESTING, 2022, 31 (03): : 73 - 97
  • [25] Momentum in strategic asset allocation
    Wu, Hui
    Ma, Chaoqun
    Yue, Shengjie
    [J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2017, 47 : 115 - 127
  • [26] Homeownership as a constraint on asset allocation
    Cauley, Stephen Day
    Pavlov, Andrey D.
    Schwartz, Eduardo S.
    [J]. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 2007, 34 (03): : 283 - 311
  • [27] Jumps and Dynamic Asset Allocation
    Liuren Wu
    [J]. Review of Quantitative Finance and Accounting, 2003, 20 (3) : 207 - 243
  • [28] How important is asset allocation?
    M Statman
    [J]. Journal of Asset Management, 2001, 2 (2) : 128 - 135
  • [29] A behavioral model for asset allocation
    Niklas Siebenmorgen
    Martin Weber
    [J]. Financial Markets and Portfolio Management, 2003, 17 (1): : 15 - 42
  • [30] The Power of Dynamic Asset Allocation
    Cardinale, Mirko
    Navone, Marco
    Pioch, Andrzej
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2014, 40 (03): : 47 - +