求Journal of Portfolio Management文献10篇!每篇20论坛币

1.Horizon Diversification: Reducing Risk in a Portfolio of Active Strategies
2.Efficient Replication of Factor Returns: Theory and Applications
3.Regimes: Nonparametric Identification and Forecasting
4.A Scenarios Approach to Asset Allocation
5.Signal Weighting
6.Rewarding Fundamentals
7.Beyond the Central Tendency: Quantile Regression as a Tool in Quantitative Investing
8.Timing Small versus Large Stocks
9.Enhanced Index Investing Based on Goal Programming
10.Gathering Implicit Alphas in a Beta World

非常感谢!!!

A Scenarios Approach to Asset Allocation

Horizon Diversification: Reducing Risk in a Portfolio of Active Strategies

Efficient Replication of Factor Returns: Theory and Applications

Beyond the Central Tendency: Quantile Regression as a Tool in Quantitative Investing

Timing Small versus Large Stocks

Enhanced Index Investing Based on Goal Programming

Gathering Implicit Alphas in a Beta World

Signal Weighting

Rewarding Fundamentals