Correction to: Modeling asset allocations and a new portfolio performance score

被引:0
|
作者
Apostolos Chalkis
Emmanouil Christoforou
Ioannis Z. Emiris
Theodore Dalamagas
机构
[1] National and Kapodistrian University of Athens,Department of Informatics and Telecommunications
[2] ATHENA Research and Innovation Center,undefined
来源
Digital Finance | 2021年 / 3卷 / 3-4期
关键词
D O I
10.1007/s42521-021-00042-6
中图分类号
学科分类号
摘要
引用
收藏
页码:373 / 373
相关论文
共 50 条
  • [21] The significance and performance of UK-REITs in a mixed-asset portfolio
    Newell, Graeme
    Bin Marzuki, Muhammad Jufri
    JOURNAL OF EUROPEAN REAL ESTATE RESEARCH, 2016, 9 (02) : 171 - 182
  • [22] Asset allocation and portfolio performance: Evidence from university endowment funds
    Brown, Keith C.
    Garlappi, Lorenzo
    Tiu, Cristian
    JOURNAL OF FINANCIAL MARKETS, 2010, 13 (02) : 268 - 294
  • [23] When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
    Ait-Sahalia, Yacine
    Matthys, Felix
    Osambela, Emilio
    Sircar, Ronnie
    JOURNAL OF ECONOMETRICS, 2025, 248
  • [24] Performance and role of European listed infrastructure in a mixed-asset portfolio
    Oyedele, Joseph
    McGreal, Stanley
    Adair, Alastair
    Ogedengbe, Peter
    JOURNAL OF FINANCIAL MANAGEMENT OF PROPERTY AND CONSTRUCTION, 2013, 18 (02) : 160 - +
  • [25] Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
    Zhou, Jian
    Nicholson, Joseph R.
    ECONOMIC MODELLING, 2015, 45 : 14 - 21
  • [26] Optimal Asset Allocations, Replacement Ratios and Guarantee Cost for the New Labor Pension Scheme
    Miao, Jerry C. Y.
    NTU MANAGEMENT REVIEW, 2007, 17 (02): : 69 - 89
  • [27] Performance Modeling of Scalable Resource Allocations with the Imperial PEPA Compiler
    Sanders, William S.
    Srivastava, Srishti
    Banicescu, Ioana
    2022 21ST INTERNATIONAL SYMPOSIUM ON PARALLEL AND DISTRIBUTED COMPUTING (ISPDC 2022), 2022, : 99 - 106
  • [28] A new choice of dynamic asset management: the variable proportion portfolio insurance
    Lee, Huai-I.
    Chiang, Min-Hsien
    Hsu, Hsinan
    APPLIED ECONOMICS, 2008, 40 (16) : 2135 - 2146
  • [29] Geographic Portfolio Allocations, Property Selection and Performance Attribution in Public and Private Real Estate Markets
    Ling, David C.
    Naranjo, Andy
    Scheick, Benjamin
    REAL ESTATE ECONOMICS, 2018, 46 (02) : 404 - 448
  • [30] Performance and significance of UK-listed infrastructure in a mixed-asset portfolio
    Oyedele, Joseph Bamidele
    JOURNAL OF EUROPEAN REAL ESTATE RESEARCH, 2014, 7 (02) : 199 - 215