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There are 51394 results for: content related to: Volatility and Correlation Timing in Active Currency Management

  1. Variable Selection for Portfolio Choice

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1297–1351, Yacine AÏT-SAHALI and Michael W. Brandt

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00369

  2. Optimal Portfolio Allocation for Corporate Pension Funds

    European Financial Management

    David McCarthy and David Miles

    Article first published online : 2 MAR 2011, DOI: 10.1111/j.1468-036X.2011.00594.x

  3. Multivariate Volatility Estimation with High Frequency Data Using Fourier Method

    Handbook of Modeling High-Frequency Data in Finance

    Maria Elvira Mancino, Simona Sanfelici, Pages: 243–294, 2011

    Published Online : 7 NOV 2011, DOI: 10.1002/9781118204580.ch10

  4. Optimal Portfolio Allocation for Corporate Pension Funds

    European Financial Management

    Volume 19, Issue 3, June 2013, Pages: 599–629, David McCarthy and David Miles

    Article first published online : 4 JUN 2013, DOI: 10.1111/j.1468-036X.2010.00594.x

  5. A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts

    Journal of Risk and Insurance

    Volume 82, Issue 3, September 2015, Pages: 659–686, Hato Schmeiser and Joël Wagner

    Article first published online : 15 FEB 2014, DOI: 10.1111/jori.12036

  6. KNOW YOUR CLIENT! INVESTOR PROFILE AND TAILOR-MADE ASSET ALLOCATION RECOMMENDATIONS

    Journal of Financial Research

    Volume 35, Issue 1, Spring 2012, Pages: 137–158, Elisa Cavezzali and Ugo Rigoni

    Article first published online : 5 MAR 2012, DOI: 10.1111/j.1475-6803.2011.01312.x

  7. Statistical and Economic Methods for Evaluating Exchange Rate Predictability

    Handbook of Exchange Rates

    Pasquale Della Corte, Ilias Tsiakas, Pages: 221–263, 2012

    Published Online : 8 OCT 2012, DOI: 10.1002/9781118445785.ch8

  8. Equally Weighted vs. Long-Run Optimal Portfolios

    European Financial Management

    Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

    Article first published online : 23 JUL 2014, DOI: 10.1111/EUFM.12042

  9. Bridging the Gap: Incorporating Operational Risk Considerations into the Portfolio Construction and Asset Allocation Process

    Hedge Fund Operational Due Diligence: Understanding the Risks

    Jason A. Scharfman, Pages: 225–268, 2015

    Published Online : 16 OCT 2015, DOI: 10.1002/9781119197485.ch9

  10. Strategic Asset Allocation for China's Foreign Reserves: A Copula Approach

    China & World Economy

    Volume 21, Issue 6, November-December 2013, Pages: 1–21, Zhichao Zhang, Fan Zhang and Zhuang Zhang

    Article first published online : 14 NOV 2013, DOI: 10.1111/j.1749-124X.2013.12043.x

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    Statistical Approaches for Non-parametric Frontier Models: A Guided Tour

    International Statistical Review

    Volume 83, Issue 1, April 2015, Pages: 77–110, Léopold Simar and Paul W. Wilson

    Article first published online : 25 AUG 2014, DOI: 10.1111/insr.12056

  12. Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model

    Journal of Risk and Insurance

    Volume 79, Issue 3, September 2012, Pages: 595–618, Jacob A. Bikker, Dirk W. G. A. Broeders, David A. Hollanders and Eduard H. M. Ponds

    Article first published online : 13 SEP 2011, DOI: 10.1111/j.1539-6975.2011.01435.x

  13. Asset Allocation: Design and Care of Portfolios

    Mutual Funds: Portfolio Structures, Analysis, Management, and Stewardship

    John A. Haslem, Pages: 139–151, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266397.ch8

  14. Assessing the Economic Significance of Return Predictability: A Research Note

    Journal of Business Finance & Accounting

    Volume 30, Issue 9-10, December 2003, Pages: 1305–1326, Walter Boudry and Philip Gray

    Article first published online : 15 DEC 2003, DOI: 10.1111/j.0306-686X.2003.05482.x

  15. Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns

    The Economic Journal

    Volume 115, Issue 500, January 2005, Pages: 111–143, Massimo Guidolin and Allan Timmermann

    Article first published online : 22 DEC 2004, DOI: 10.1111/j.1468-0297.2004.00962.x

  16. Pension Funds and Emerging Markets

    Financial Markets, Institutions & Instruments

    Volume 14, Issue 3, August 2005, Pages: 107–134, by Jorge A. Chan-Lau

    Article first published online : 1 AUG 2005, DOI: 10.1111/j.0963-8008.2005.00081.x

  17. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  18. Household Interest Rate Risk Management

    Real Estate Economics

    Volume 38, Issue 3, Fall 2010, Pages: 467–505, Otto Van Hemert

    Article first published online : 11 JUN 2010, DOI: 10.1111/j.1540-6229.2010.00274.x

  19. Optimal Multiperiod Asset Allocation: Matching Assets to Liabilities in a Discrete Model

    Journal of Risk and Insurance

    Volume 77, Issue 2, June 2010, Pages: 451–472, Hong-Chih Huang

    Article first published online : 25 JAN 2010, DOI: 10.1111/j.1539-6975.2009.01350.x

  20. Do aggressive funds reallocate their portfolios aggressively?

    Accounting & Finance

    Volume 49, Issue 3, September 2009, Pages: 481–503, Kevin C. H. Chiang and Xiyu (Thomas) Zhou

    Article first published online : 15 MAR 2009, DOI: 10.1111/j.1467-629X.2009.00300.x