International Journal of Portfolio Analysis and Management (IJPAM)

International Journal of Portfolio Analysis and Management

2021 Vol.2 No.3


Pages Title and author(s)
199-223Why are 'true' active managers essential for markets?
John Galakis
DOI: 10.1504/IJPAM.2021.115629
224-237An efficient equity investing model using smart beta based on market phase information
Rei Yamamoto
DOI: 10.1504/IJPAM.2021.115631
238-248New smart beta index using the Rachev ratio under a non-normal return distribution
Rei Yamamoto; Naoya Kawadai
DOI: 10.1504/IJPAM.2021.115632
249-267Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation
Igor Ferreira Do Nascimento; Pedro Henrique Melo Albuquerque; Yaohao Peng
DOI: 10.1504/IJPAM.2021.115633
268-284Asset allocation and downside risk
Joel R. Barber
DOI: 10.1504/IJPAM.2021.115662

 

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