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Optimal Portfolios in Good Times and Bad
1 references·16 citing·52 second hop
Optimal Portfolios in Good Times and Bad (1999)Optimal Portfolios in Good Times and BadEfficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation. (2001)Efficient Asset Management: A…Forecasting Stock Market Crashes via Machine Learning (2022)Forecasting Stock Market Cras…Financial turbulence, systemic risk and the predictability of stock market volatility (2022)Financial turbulence, systemi…In Defense of Portfolio Optimization: What If We Can Forecast? (2019)In Defense of Portfolio Optim…Hidden interactions in financial markets (2019)Hidden interactions in financ…Historical Returns of the Market Portfolio (2017)Historical Returns of the Mar…The use of the sustainable investment against the broad market one. A first test in the Mexican stock market (2015)The use of the sustainable in…Emerging market sovereign bond spreads and shifts in global market sentiment (2014)Emerging market sovereign bon…Does gold offer a better protection against losses in sovereign debt bonds than other metals? (2014)Does gold offer a better prot…Identifying and Overcoming Behavioural Impediments to Long Term Responsible Investment: A Focus on UK Institutional Investors (2011)Identifying and Overcoming Be…Are All Currency Managers Equal? (2011)Are All Currency Managers Equ…Principal Components as a Measure of Systemic Risk (2010)Principal Components as a Mea…The Myth of Diversification (2009)The Myth of DiversificationDynamic Commodity Timing Strategies (2004)Dynamic Commodity Timing Stra…The basis risk of catastrophic-loss index securities (2003)The basis risk of catastrophi…Systemic Risk and International Portfolio Choice (2002)Systemic Risk and Internation…Asset Allocation Models and Market Volatility (2001)Asset Allocation Models and M…Facts and Fantasies about Commodity Futures (2006)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is gold a safe haven? International evidence (2010)Gold price dynamics and the role of uncertainty (2018)The safe-haven property of precious metal commodities in the COVID-19 era (2021)Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications (2022)For better performance (1988)When Will Mean-Variance Efficient Portfolios be Well Diversified? 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References

  • 2001Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation.293 cited

Cited by

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  • 2002Systemic Risk and International Portfolio Choice68 cited
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  • 2010Principal Components as a Measure of Systemic Risk46 cited
  • 2019In Defense of Portfolio Optimization: What If We Can Forecast?42 cited
  • 2004Dynamic Commodity Timing Strategies39 cited
  • 2022Forecasting Stock Market Crashes via Machine Learning39 cited
  • 2001Asset Allocation Models and Market Volatility38 cited
  • 2011Identifying and Overcoming Behavioural Impediments to Long Term Responsible Investment: A Focus on UK Institutional Investors36 cited
  • 2017Historical Returns of the Market Portfolio34 cited
  • 2015The use of the sustainable investment against the broad market one. A first test in the Mexican stock market

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32 cited
  • 2022Financial turbulence, systemic risk and the predictability of stock market volatility30 cited
  • 2011Are All Currency Managers Equal?27 cited