Matches in SemOpenAlex for { <https://semopenalex.org/work/W2091524198> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W2091524198 endingPage "29" @default.
- W2091524198 startingPage "17" @default.
- W2091524198 abstract "Terminal wealth improves dramatically by shifting from single–factor to multifactor models of portfolio formation. The authors provide simulated results to demonstrate the variability in terminal wealth for each style portfolio. They find that terminal wealth increases more than 50% by rotating across multiple– versus single–investment style portfolios. Their results provide downside risk assessment that is unencumbered by distributional assumptions and time diversification problems, and that lends itself well to value at risk analysis." @default.
- W2091524198 created "2016-06-24" @default.
- W2091524198 creator A5006913277 @default.
- W2091524198 creator A5029682926 @default.
- W2091524198 creator A5085962920 @default.
- W2091524198 date "2002-04-30" @default.
- W2091524198 modified "2023-09-30" @default.
- W2091524198 title "Multistyle Rotation Strategies" @default.
- W2091524198 cites W1905989463 @default.
- W2091524198 cites W1963774539 @default.
- W2091524198 cites W1963788200 @default.
- W2091524198 cites W1967872601 @default.
- W2091524198 cites W1981772337 @default.
- W2091524198 cites W1995834279 @default.
- W2091524198 cites W2010560968 @default.
- W2091524198 cites W2027353380 @default.
- W2091524198 cites W2031855300 @default.
- W2091524198 cites W2084503396 @default.
- W2091524198 cites W2089556049 @default.
- W2091524198 cites W2092855234 @default.
- W2091524198 cites W2101755808 @default.
- W2091524198 cites W2116347131 @default.
- W2091524198 cites W2138894563 @default.
- W2091524198 cites W2139424964 @default.
- W2091524198 cites W2141673418 @default.
- W2091524198 cites W2146892618 @default.
- W2091524198 cites W2174408610 @default.
- W2091524198 cites W2176106636 @default.
- W2091524198 cites W3123780872 @default.
- W2091524198 cites W3125021430 @default.
- W2091524198 cites W3125227747 @default.
- W2091524198 cites W3187369679 @default.
- W2091524198 cites W4230587762 @default.
- W2091524198 cites W4232111244 @default.
- W2091524198 cites W4241631103 @default.
- W2091524198 cites W4248283403 @default.
- W2091524198 cites W4249251629 @default.
- W2091524198 cites W4251733784 @default.
- W2091524198 cites W4252797302 @default.
- W2091524198 doi "https://doi.org/10.3905/jpm.2002.319839" @default.
- W2091524198 hasPublicationYear "2002" @default.
- W2091524198 type Work @default.
- W2091524198 sameAs 2091524198 @default.
- W2091524198 citedByCount "38" @default.
- W2091524198 countsByYear W20915241982012 @default.
- W2091524198 countsByYear W20915241982013 @default.
- W2091524198 countsByYear W20915241982014 @default.
- W2091524198 countsByYear W20915241982015 @default.
- W2091524198 countsByYear W20915241982017 @default.
- W2091524198 countsByYear W20915241982019 @default.
- W2091524198 countsByYear W20915241982020 @default.
- W2091524198 countsByYear W20915241982022 @default.
- W2091524198 countsByYear W20915241982023 @default.
- W2091524198 crossrefType "journal-article" @default.
- W2091524198 hasAuthorship W2091524198A5006913277 @default.
- W2091524198 hasAuthorship W2091524198A5029682926 @default.
- W2091524198 hasAuthorship W2091524198A5085962920 @default.
- W2091524198 hasConcept C162324750 @default.
- W2091524198 hasConcept C2524010 @default.
- W2091524198 hasConcept C33923547 @default.
- W2091524198 hasConcept C74050887 @default.
- W2091524198 hasConceptScore W2091524198C162324750 @default.
- W2091524198 hasConceptScore W2091524198C2524010 @default.
- W2091524198 hasConceptScore W2091524198C33923547 @default.
- W2091524198 hasConceptScore W2091524198C74050887 @default.
- W2091524198 hasIssue "3" @default.
- W2091524198 hasLocation W20915241981 @default.
- W2091524198 hasOpenAccess W2091524198 @default.
- W2091524198 hasPrimaryLocation W20915241981 @default.
- W2091524198 hasRelatedWork W1502198272 @default.
- W2091524198 hasRelatedWork W1986173648 @default.
- W2091524198 hasRelatedWork W1998718379 @default.
- W2091524198 hasRelatedWork W2006758266 @default.
- W2091524198 hasRelatedWork W2017540542 @default.
- W2091524198 hasRelatedWork W2061514737 @default.
- W2091524198 hasRelatedWork W2066504725 @default.
- W2091524198 hasRelatedWork W2073254488 @default.
- W2091524198 hasRelatedWork W2084227502 @default.
- W2091524198 hasRelatedWork W2899084033 @default.
- W2091524198 hasVolume "28" @default.
- W2091524198 isParatext "false" @default.
- W2091524198 isRetracted "false" @default.
- W2091524198 magId "2091524198" @default.
- W2091524198 workType "article" @default.