Volume 20, issue 2, March 2019

6 articles in this issue

Performance expectations of basic options strategies may be different than you think

Authors
- Steven P. Clark
- Mike Dickson
- Content type: Original Article
- Published: 14 February 2019
- Pages: 91 - 102
Panic-aware portfolio optimization

Authors
- Josef Zorn
- Content type: Original Article
- Published: 01 January 2019
- Pages: 103 - 110
Separating momentum from reversal in international stock markets

Authors
- Christian Walkshäusl
- Florian Weißofner
- Ulrich Wessels
- Content type: Original Article
- Published: 09 January 2019
- Pages: 111 - 123
Does the number of holdings in a risk parity portfolio matter?

Authors
- Tirthank Shah
- Abhishek Parikh
- Content type: Original Article
- Published: 22 January 2019
- Pages: 124 - 133
Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index

Authors
- Ernest N. Biktimirov
- Yuanbin Xu
- Content type: Original Article
- Published: 11 January 2019
- Pages: 134 - 145
An alternative fundamental weighting scheme based on enterprise value multiple

Authors
- Wenguang Lin
- Gary C. Sanger
- Content type: Original Article
- Published: 25 February 2019
- Pages: 146 - 156