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The Journal of Portfolio Management最新文献

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On Risk Parity Performance 关于风险对等绩效
The Journal of Portfolio Management Pub Date : 2024-01-26 DOI: 10.3905/jpm.2024.1.585
Émerson Filho, Raquel M. Gaspar
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引用次数: 0
Do Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era 另类风险溢价会分散风险吗？后大流行病时代的新证据
The Journal of Portfolio Management Pub Date : 2024-01-08 DOI: 10.3905/jpm.2024.1.583
Antti Suhonen, Kari Vatanen
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引用次数: 0
Dynamic Asset Allocation Using Machine Learning: Seeing the Forest for the Trees 利用机器学习进行动态资产配置：只见树木不见森林
The Journal of Portfolio Management Pub Date : 2024-01-05 DOI: 10.3905/jpm.2024.1.582
Christian Mueller-Glissmann, Andrea Ferrario
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引用次数: 0
Wisdom of the Crowds or Ignorance of the Masses? A Data-Driven Guide to WallStreetBets 群众的智慧还是群众的无知？数据驱动的华尔街博彩指南
The Journal of Portfolio Management Pub Date : 2024-01-02 DOI: 10.3905/jpm.2024.1.581
Valentina Semenova, Dragos Gorduza, William Wildi, Xiaowen Dong, Stefan Zohren
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引用次数: 0
Evaluating and Comparing Risk Model Performance 评估和比较风险模型性能
The Journal of Portfolio Management Pub Date : 2023-12-21 DOI: 10.3905/jpm.2023.1.565
Jose Menchero, Anthony Lazanas
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引用次数: 0
Editor’s Introduction for 2024 Special Issue on Factor Investing 2024 年要素投资特刊》编辑导言
The Journal of Portfolio Management Pub Date : 2023-12-21 DOI: 10.3905/jpm.2023.1.576
Frank J. Fabozzi
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引用次数: 0
Weak Feedback and Denial Are Killing Active Management: A Slow Death, Perhaps, but One That Is Avoidable 薄弱的反馈和否认正在扼杀积极管理：也许是缓慢死亡，但却是可以避免的
The Journal of Portfolio Management Pub Date : 2023-12-21 DOI: 10.3905/jpm.2023.1.577
Michael A. Ervolini
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引用次数: 0
Group Investing 集团投资
The Journal of Portfolio Management Pub Date : 2023-12-13 DOI: 10.3905/jpm.2023.1.574
Jarrod Wilcox, Stephen T. Satchell
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引用次数: 0
Modeling Models: Factor and Risk Decompositions of Model Portfolio Strategies 建模模型：模型投资组合策略的因子和风险分解
The Journal of Portfolio Management Pub Date : 2023-12-09 DOI: 10.3905/jpm.2023.1.572
Alyson Paul, Bart Sikora, Mehul Rawal, Susan Wasserman, Andrew Ang
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引用次数: 0
More Powerful Tests for Anomalies in the China A-Share Market 对中国 A 股市场异常现象进行更有力的测试
The Journal of Portfolio Management Pub Date : 2023-12-09 DOI: 10.3905/jpm.2023.1.573
M. Jansen, L. Swinkels, Weili Zhou
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引用次数: 0
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