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International Journal of Portfolio Analysis and Management最新文献

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Why are 'true' active managers essential for markets 为什么“真正的”主动型经理人对市场至关重要
International Journal of Portfolio Analysis and Management Pub Date : 1900-01-01 DOI: 10.1504/IJPAM.2021.10038379
J. Galakis
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引用次数: 0
New smart beta index using the Rachev ratio under a non-normal return distribution 在非正态收益分布下使用Rachev比率的新智能贝塔指数
International Journal of Portfolio Analysis and Management Pub Date : 1900-01-01 DOI: 10.1504/IJPAM.2021.10038381
Naoya Kawadai, R. Yamamoto
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引用次数: 0
Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation 时序蒙特卡罗模拟在投资组合选择中的随机波动建模
International Journal of Portfolio Analysis and Management Pub Date : 1900-01-01 DOI: 10.1504/IJPAM.2021.10038382
Igor Ferreira do Nascimento, P. Albuquerque, Yaohao Peng
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引用次数: 0
An efficient equity investing model using smart beta based on market phase information 基于市场阶段信息的智能贝塔的有效股权投资模型
International Journal of Portfolio Analysis and Management Pub Date : 1900-01-01 DOI: 10.1504/IJPAM.2021.10038380
R. Yamamoto
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引用次数: 0
Asset allocation and downside risk 资产配置和下行风险
International Journal of Portfolio Analysis and Management Pub Date : 1900-01-01 DOI: 10.1504/IJPAM.2021.10038397
J. R. Barber
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引用次数: 0
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