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Showing 291 - 295 of 295 entries

  1. Research Paper

    Portfolio of Risk Premia: A New Approach to Diversification

    Traditional asset allocation approaches have not provided the full potential of diversification. Here, we introduce a different approach and look at structuring portfolios using risk premia within the traditional asset classes or from systematic trading strategies. We confirm the potential benefits of such an approach by comparing a typical 60/40 equity/fixed income allocation with an equal weighted allocation across eleven risk premia.

    Jan 1, 2009

    View  |  Related Products: Indexes , Portfolio Management Analytics

  2. Research Paper

    Robust Portfolio Optimization: A Closer Look

    Jun 14, 2006

    View  |  Related Products: Portfolio Management Analytics , Barra Open Optimizer

  3. Research Paper

    Practical Convex Quadratic Programming - Barra Optimizer for Portfolio Optimization

    Jun 11, 2004

    View  |  Related Products: Portfolio Management Analytics , Barra Open Optimizer

  4. Research Paper

    Practical Convex Quadratic Programming

    Jun 10, 2004

    View  |  Related Products: Barra Open Optimizer

  5. Research Paper

    Forecasting US Equity Risk over Different Horizons with USE3

    Apr 15, 2004

    View  |  Related Products: Portfolio Management Analytics

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Showing 291 - 295 of 295 entries