When Diversification Fails-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

When Diversification Fails

Published:2018-07-01 Issue:3 Volume:74 Page:19-32
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Page Sébastien¹,Panariello Robert A.²

Affiliation:

1. Sébastien Page, CFA, is head of Global Multi-Asset and member of the Management Committee at T. Rowe Price, Baltimore.

2. Robert A. Panariello, CFA, is a portfolio manager and a quantitative analyst in the Multi-Asset Division at T. Rowe Price, Baltimore.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v74.n3.3

Reference45 articles.

1. Mean–variance versus full-scale optimisation: In and out of sample

2. Risks and Portfolio Decisions Involving Hedge Funds

3. Why does the correlation between stock and bond returns vary over time?

4. International Asset Allocation With Regime Shifts

5. Asymmetric correlations of equity portfolios

Cited by 35 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds;The North American Journal of Economics and Finance;2024-07

2. Bonds for the long run? The rate of return on corporate bonds in Belgium, 1838–1939;The Economic History Review;2024-02-28

3. Deconstructing the Gerber statistic;Finance Research Letters;2023-09

4. Efficient portfolios and extreme risks: a Pareto–Dirichlet approach;Annals of Operations Research;2023-07-10

5. Performance of renewable and non-renewable exchange-traded funds during heightened uncertainty;Applied Economics;2023-06-16

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3