400 7th Street SW
Washington, DC 20219
United States
Office of Comptroller of Currency
SSRN RANKINGS
in Total Papers Citations
international diversification, small-cap stocks, frontier markets, emerging markets, mean-variance spanning, portfolio selection with the higher moments
margin requirements, futures price volatility, trading volume, GARCH
International Diversification, American Depository Receipts, Small-Cap Stocks, Frontier Markets, Emerging Markets, Mean-Variance Spanning, Downside Risk
Performance Measurement, Active Management, Holdings-Based Performance Attribution, Multifactor-Based Performance Attribution, Tactical Asset Allocation, Factor Timing Skill, Mutual Funds
Portfolio Management, asset allocation, equity strategies