Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Eugene Podkaminer"'
Autor:
Howard Moore
Publikováno v:
Practical Applications. 5:1-3
Today’s most common strategies using risk factor approaches are found on the opposite ends of the complexity spectrum. On one end lie simple, long-only equity strategies based on factor tilts, such as low volatility, value, and momentum. Smart beta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91f1893603fb0f7a976725a37380398c
https://doi.org/10.3905/pa.2018.5.3.251
https://doi.org/10.3905/pa.2018.5.3.251
Autor:
Joel Kranc
Publikováno v:
Practical Applications. 1:1-3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e113a431c64e0f18957a0d16150d1247
https://doi.org/10.3905/pa.2015.1.sb.005
https://doi.org/10.3905/pa.2015.1.sb.005
Publikováno v:
The Journal of Portfolio Management. 49:9-19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ba7886f19fb277c44766afe251c9404
https://doi.org/10.3905/jpm.2023.1.462
https://doi.org/10.3905/jpm.2023.1.462
Publikováno v:
The Journal of Investing. 31:23-44
Inflation is a perennial threat to the real value of portfolios, even though current inflation rates are low. To protect portfolios against inflation, cash, inflation-indexed bonds, equities, real estate, and commodities are the usual candidates. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68d1aa6fb5330adcb17a6c9095368630
https://doi.org/10.3905/joi.2021.1.207
https://doi.org/10.3905/joi.2021.1.207
Publikováno v:
The Journal of Investing. 29:23-41
Fluctuations in real interest rates affect every aspect of an investment program, including the present value of the liability, as well as the returns on each asset class. We review the history and causes of real interest rate fluctuations using a no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe906e1a862544ffc1a987feb0734cfb
https://doi.org/10.3905/joi.2020.1.148
https://doi.org/10.3905/joi.2020.1.148
Publikováno v:
The Journal of Portfolio Management. 45:106-116
This article explores shocks to global economic growth and how investors can defend against them. The authors examine the impact of such potential shocks on the asset allocation decision, asset-liability management, and funding sources. This article
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2348ea5775eb0cbf7e0bc533b55b57e4
https://doi.org/10.3905/jpm.2018.45.2.106
https://doi.org/10.3905/jpm.2018.45.2.106
Autor:
Eugene Podkaminer
Publikováno v:
The Journal of Portfolio Management. 43:130-134
The most common strategies using risk factor approaches are found on the opposite ends of the complexity spectrum: simple, long-only equity factor strategies (i.e., smart beta) and multiasset class long/short risk premia approaches that often employ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff229eb1268329d9659a274d71aed489
https://doi.org/10.3905/jpm.2017.43.5.130
https://doi.org/10.3905/jpm.2017.43.5.130
Publikováno v:
Practical Applications. 7:1.4-6
Practical Applications Summary In Preparing a Multi-Asset Class Portfolio for Shocks to Economic Growth , which appeared in the 2019 Multi-Asset Special Issue of The Journal of Portfolio Management , Eugene Podkaminer , Wylie Tollette (both of Frankl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4b4a75db5e8765f5c72bf36f14ccc96
https://doi.org/10.3905/pa.7.1.329
https://doi.org/10.3905/pa.7.1.329
Autor:
Eugene Podkaminer
Publikováno v:
The Journal of Investing. 24:7-34
Alternatives to traditional cap-weighted indexes have been growing in popularity as investors strive to add diversification using a transparent, mechanical, and low-cost approach. Alternative index strategies, sometimes called smart beta, promise enh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b328a19f42987f0bd53ba3c63cc934e4
https://doi.org/10.3905/joi.2015.24.2.007
https://doi.org/10.3905/joi.2015.24.2.007
Autor:
Eugene Podkaminer
Publikováno v:
Practical Applications. 5:1.9-3
Practical Applications Summary Today’s most common strategies using risk factor approaches are found on the opposite ends of the complexity spectrum. On one end lie simple, long-only equity strategies based on factor tilts, such as low volatility,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::887525f8654cf4266c6b6d0e9b4b74ea
https://doi.org/10.3905/pa.5.3.251
https://doi.org/10.3905/pa.5.3.251