Managed Volatility: A New Approach to Equity Investing

被引:2
|
作者
Thomas, Ric [1 ]
Shapiro, Robert [1 ]
机构
[1] SSgA, Alternat Investments, Boston, MA 02210 USA
来源
JOURNAL OF INVESTING | 2009年 / 18卷 / 01期
关键词
D O I
10.3905/JOI.2009.18.1.015
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:15 / 23
页数:9
相关论文
共 50 条
  • [21] Economic Growth and Equity Investing
    Cornell, Bradford
    FINANCIAL ANALYSTS JOURNAL, 2010, 66 (01) : 54 - 64
  • [22] Investing in equity mutual funds
    Pástor, L
    Stambaugh, RF
    JOURNAL OF FINANCIAL ECONOMICS, 2002, 63 (03) : 351 - 380
  • [23] Perspectives in Sustainable Equity Investing
    Murugaiah, Suryakumar
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 2024, 187 (02) : 547 - 548
  • [24] Equity Investing in the Age of Intangibles
    Dugar, Amitabh
    Pozharny, Jacob
    FINANCIAL ANALYSTS JOURNAL, 2021, 77 (02) : 21 - 42
  • [25] Investing in Power Generation Plants Is New Lure for Private Equity Firms
    Marks, Allan T.
    JOURNAL OF PRIVATE EQUITY, 2006, 10 (01): : 80 - 82
  • [26] A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection
    Pun, Chi Seng
    SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 12 (01): : 410 - 445
  • [27] Systematic Insights into Private Equity Investing
    Almufti, Ali
    Kahn, Ronald N.
    Kazdin, Joshua
    JOURNAL OF PORTFOLIO MANAGEMENT, 2024, 51 (01): : 201 - 212
  • [28] Macroeconomic Risks in Equity Factor Investing
    Amenc, Noel
    Esakia, Mikheil
    Goltz, Felix
    Luyten, Ben
    JOURNAL OF PORTFOLIO MANAGEMENT, 2019, 45 (06): : 39 - 60
  • [29] Tax-aware equity investing
    Apelfeld, R
    Fowler, GB
    Gordon, JP
    JOURNAL OF PORTFOLIO MANAGEMENT, 1996, 22 (02): : 18 - &
  • [30] TAKING A NEW APPROACH TO INVESTING PATIENT MONEY
    KENNEDY, JP
    HOSPITAL AND COMMUNITY PSYCHIATRY, 1974, 25 (03): : 137 - 137