Risk on/risk off

W Lee - The Journal of Portfolio Management, 2012 - jpm.pm-research.com
The phrase “risk on/risk off” may now be ingrained in the vernacular of global investors. Lee
attempts to crystallize what risk on/risk off really means by analyzing an extreme state of the …

Tracking a benchmark index–using a spreadsheet‐based decision support system as the driver

LC Wu, LH Wu - Expert Systems, 2013 - Wiley Online Library
This paper presents a two‐phase quantitative approach for enhanced index investing based
on the mean‐variance model and the goal programming method. In the first stage, we use …

The risk management within European equity asset managers

M Corte-Real - 2017 - openaccess.city.ac.uk
The objective of this research is to understand what risk management processes are
currently in place amongst active European equity asset managers, and to determine which …

Stock Market Index Tracking

LC Wu, LH Wu - 2009 International Conference on …, 2009 - ieeexplore.ieee.org
The paper contributes to the literature in two ways. For academics, we present original
discussions on combining an interdisciplinary mean variance model and a goal …