International Journal of Portfolio Analysis and Management
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(FIVE YEARS 10)

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Published By Inderscience Enterprises Ltd.

2048-237x, 2048-2361

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

New smart beta index using the Rachev ratio under a non-normal return distribution

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.10038381 ◽

2021 ◽

Vol 2 (3) ◽

pp. 238

Author(s):

Naoya Kawadai ◽

Rei Yamamoto

Keyword(s):

Return Distribution ◽

Smart Beta

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Why are 'true' active managers essential for markets

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.10038379 ◽

2021 ◽

Vol 2 (3) ◽

pp. 199

Author(s):

John Galakis

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New smart beta index using the Rachev ratio under a non-normal return distribution

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.115632 ◽

2021 ◽

Vol 2 (3) ◽

pp. 238

Author(s):

Rei Yamamoto ◽

Naoya Kawadai

Keyword(s):

Return Distribution ◽

Smart Beta

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Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.10038382 ◽

2021 ◽

Vol 2 (3) ◽

pp. 249

Author(s):

Pedro Henrique Melo Albuquerque ◽

Yaohao Peng ◽

Igor Ferreira Do Nascimento

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Stochastic Volatility ◽

Portfolio Selection ◽

Sequential Monte Carlo

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Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.115633 ◽

2021 ◽

Vol 2 (3) ◽

pp. 249

Author(s):

Igor Ferreira Do Nascimento ◽

Pedro Henrique Melo Albuquerque ◽

Yaohao Peng

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Stochastic Volatility ◽

Portfolio Selection ◽

Sequential Monte Carlo

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An efficient equity investing model using smart beta based on market phase information

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.115631 ◽

2021 ◽

Vol 2 (3) ◽

pp. 224

Author(s):

Rei Yamamoto

Keyword(s):

Phase Information ◽

Smart Beta

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Asset allocation and downside risk

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.10038397 ◽

2021 ◽

Vol 2 (3) ◽

pp. 268

Author(s):

Joel R. Barber

Keyword(s):

Asset Allocation ◽

Downside Risk

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An efficient equity investing model using smart beta based on market phase information

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.10038380 ◽

2021 ◽

Vol 2 (3) ◽

pp. 224

Author(s):

Rei Yamamoto

Keyword(s):

Phase Information ◽

Smart Beta

Download Full-text

Why are 'true' active managers essential for markets

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.115629 ◽

2021 ◽

Vol 2 (3) ◽

pp. 199

Author(s):

John Galakis

Download Full-text

Asset allocation and downside risk

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2021.115662 ◽

2021 ◽

Vol 2 (3) ◽

pp. 268

Author(s):

Joel R. Barber

Keyword(s):

Asset Allocation ◽

Downside Risk

Download Full-text

International Journal of Portfolio Analysis and ManagementLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Inderscience Enterprises Ltd.

New smart beta index using the Rachev ratio under a non-normal return distribution

Why are 'true' active managers essential for markets

New smart beta index using the Rachev ratio under a non-normal return distribution

Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation

Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation

An efficient equity investing model using smart beta based on market phase information

Asset allocation and downside risk

An efficient equity investing model using smart beta based on market phase information

Why are 'true' active managers essential for markets

Asset allocation and downside risk

International Journal of Portfolio Analysis and Management
Latest Publications