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Keywords: Asset allocation
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2019) 20 (2): 201–222.
Published: 08 July 2019
... 22 10 2018 07 03 2019 22 04 2019 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Asset allocation Characteristic model German stock market Risk-factor model G11 G12 (2) μ i = α ^ i + ∑ j = 1...
Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2016) 17 (3): 262–276.
Published: 16 May 2016
... ( ∑ i = 1 N t w i , t r i , t + 1 ) ] . We consider two asset allocation strategies to demonstrate how an investor can make risk factor loadings- or characteristics-based investment decisions. For both asset allocation strategies, the value...
