Volume 14, issue 5, October 2013
4 articles in this issue
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Constraints in quantitative strategies: An alignment perspective
Authors
- Anureet Saxena
- Chris Martin
- Robert A Stubbs
- Content type: Original Article
- Published: 19 December 2013
- Pages: 278 - 292
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Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios
Authors (first, second and last of 4)
- Geng Deng
- Tim Dulaney
- Olivia Wang
- Content type: Original Article
- Published: 19 December 2013
- Pages: 293 - 305
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Asset-liability management for pension funds in a time-varying volatility environment
Authors
- Spyridon D Vrontos
- Ioannis D Vrontos
- Loukia Meligkotsidou
- Content type: Original Article
- Published: 19 December 2013
- Pages: 306 - 333