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An Active Asset Management Investment Process for Drawdown-Averse Investors

Reveiz-HeraultAlejandro

Intelligent Systems in Accounting, Finance and Management: An International Journal2016https://doi.org/10.5555/3074517.3074524article
ABDC B
Weight
0.26

Abstract

The contribution of this article is to present an investment process that allows the asset manager to limit risk exposure to macro-factors - including expectations on correlation dynamics - whilst ...

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https://doi.org/https://doi.org/10.5555/3074517.3074524

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@article{reveiz-heraultalejandro2016,
  title        = {{An Active Asset Management Investment Process for Drawdown-Averse Investors}},
  author       = {Reveiz-HeraultAlejandro},
  journal      = {Intelligent Systems in Accounting, Finance and Management: An International Journal},
  year         = {2016},
  doi          = {https://doi.org/https://doi.org/10.5555/3074517.3074524},
}

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An Active Asset Management Investment Process for Drawdown-Averse Investors

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Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.