Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Ramu Thiagarajan"'
Publikováno v:
The Journal of Investing. 31:7-27
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1da53d0ad1adffca9eae266e801e409c
https://doi.org/10.3905/joi.2022.1.225
https://doi.org/10.3905/joi.2022.1.225
Publikováno v:
The Journal of Investing. 30:22-33
Trade disputes and the impact of the COVID-19 pandemic on global supply chains have drawn much attention to the notion of “deglobalization.” The common concern is that the steady trend of globalization and its many benefits may reverse. But the g
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a5aba7c7da54262569acd50ac8b1d19
https://doi.org/10.3905/joi.2021.1.197
https://doi.org/10.3905/joi.2021.1.197
Publikováno v:
The Journal of Index Investing. 10:6-23
Advances in technology and introduction of new regulations have transformed the equity market over last few decades, giving rise to a new breed of trading—high-frequency trading (HFT). This article investigates transformations that have shaped toda
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d16ea755c15938169f6d9cb77b15e08
https://doi.org/10.3905/jii.2019.10.2.006
https://doi.org/10.3905/jii.2019.10.2.006
Publikováno v:
Practical Applications. :pa.2022.pa482
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44f299eeefa76d36f328ddb52d042b26
https://doi.org/10.3905/pa.2022.pa482
https://doi.org/10.3905/pa.2022.pa482
Publikováno v:
The Journal of Investing. 25:74-84
This article outlines the application of a systematic factor approach to fixed income investment/risk management. We show that using a parsimonious set of factors explains the returns in fixed income portfolios very well. In turn, this implies that f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::433e749a537795ef9fe789f6fa9ecdbd
https://doi.org/10.3905/joi.2016.25.1.074
https://doi.org/10.3905/joi.2016.25.1.074
Publikováno v:
The Journal of Investing. 24:113-121
This article discusses the multifaceted topic of tail risk. Topics include tail-risk perception, portfolio and enterprise management, and mitigation. We start by summarizing the key insights of the authors who have contributed to this special issue o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3403cb934b21f75350c8430587c14fe7
https://doi.org/10.3905/joi.2015.24.2.113
https://doi.org/10.3905/joi.2015.24.2.113
Publikováno v:
The Journal of Investing. 21:12-23
The concept of strategic asset allocation (SAA) has significantly changed over the years. Portfolio managers, consultants, and strategists in charge of SAA use a wider variety of asset classes than just stocks, bonds, and cash (to manage style tilts
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b72d5ed47f08f4d462c96ff2e1e77caa
https://doi.org/10.3905/joi.2012.21.3.012
https://doi.org/10.3905/joi.2012.21.3.012
Autor:
Barry Schachter, S. Ramu Thiagarajan
Publikováno v:
The Journal of Investing. 20:79-89
Mean–variance optimization has recently come under great criticism based on the poor performance experienced by asset managers during the global financial crisis. In response, an alternative approach, called risk parity, which proceeds by equalizin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3356e94eede683575d2309206779e5a8
https://doi.org/10.3905/joi.2011.20.1.079
https://doi.org/10.3905/joi.2011.20.1.079
Autor:
Yanping Li, S. Ramu Thiagarajan
Publikováno v:
The Journal of Investing. 19:20-32
Campbell et al.’s [2001] influential paper on idiosyncratic volatility has received a lot of research attention in recent years. The critical question for portfolio managers is: “How does idiosyncratic volatility affect stock selection and asset
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c37099f05ce90234fc2e487da500d15
https://doi.org/10.3905/joi.2010.19.3.020
https://doi.org/10.3905/joi.2010.19.3.020
Autor:
S. Ramu Thiagarajan, James H Norman
Publikováno v:
The Journal of Investing. 18:6-22
Asset bubbles—characterized by investment booms, euphoria, and then panic—have been a feature of the financial landscape for centuries. They have become more frequent in recent times as global wealth, the variety of assets being traded, and the m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01367eaa9f8c2ac01d8b765758fdc623
https://doi.org/10.3905/joi.2009.18.4.006
https://doi.org/10.3905/joi.2009.18.4.006