| Measuring “State-level” Economic Policy Uncertainty R Elkamhi, C Jo, M Salerno Journal of Financial and Quantitative Analysis, 1-37, 2020 | 10 | 2020 |
| How Large are Predefault Costs of Financial Distress? Estimates from a Dynamic Model R Elkamhi, D Kim, M Salerno Management Science, 2023 | 8 | 2023 |
| When Are Financial Covenants Relevant? S Davydenko, R Elkamhi, M Salerno Available at SSRN 3554454, 2020 | 6 | 2020 |
| Factor investing using capital market assumptions R Elkamhi, JSH Lee, M Salerno Management 48 (2), 2022 | 4 | 2022 |
| Portfolio tilts using views on macroeconomic regimes R Elkamhi, JSH Lee, M Salerno The Journal of Portfolio Management, 2022 | 3 | 2022 |
| The Jury Is Still Out on the Performance of Naive Diversification (1/n Rule) R Elkamhi, JSH Lee, M Salerno Rotman School of Management Working Paper, 2020 | 3 | 2020 |
| Agency conflicts and investment: Evidence from a structural estimation R Elkamhi, D Kim, C Jo, M Salerno The Review of Corporate Finance Studies 13 (2), 539-582, 2024 | 1 | 2024 |
| How Optimal Are Risk-Based Portfolios? R Elkamhi, JSH Lee, M Salerno The Journal of Portfolio Management 50 (1), 19-45, 2023 | 1 | 2023 |
| Factor-targeted Asset Allocation: a Reverse Optimization Approach JSH Lee, M Salerno Financial Analysts Journal 79 (3), 75-94, 2023 | 1 | 2023 |
| Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies. R Elkamhi, JSH Lee, M Salerno Journal of Portfolio Management 49 (1), 2022 | 1 | 2022 |
| (Re) Balancing Act: The Interplay of Private and Public Assets in Dialing the Asset Allocation R Elkamhi, JSH Lee, M Salerno The Journal of Portfolio Management, 2024 | | 2024 |
| Enhancing the Inverse Volatility Portfolio through Clustering. R Elkamhi, JSH Lee, M Salerno Journal of Financial Data Science 6 (1), 2024 | | 2024 |
| Practical Applications of Portfolio Tilts Using Views on Macroeconomic Regimes R Elkamhi, JSH Lee, M Salerno Practical Applications, 2023 | | 2023 |
| Portfolio Tilts Using Views on Macroeconomic Regimes (Presentation Slides) R Elkamhi, JSH Lee, M Salerno The Journal of Portfolio Management, February, Forthcoming, https://doi. org …, 2022 | | 2022 |
| Volatility Timing: Why Risk-Based Rules Outperform Naïve Diversification (Presentation Slides) R Elkamhi, JSH Lee, M Salerno Available at SSRN 4284177, 2022 | | 2022 |
| Factor-Targeted Asset Allocation (Presentation Slides) JSH Lee, M Salerno Available at SSRN 4284178, 2022 | | 2022 |
| Practical Applications of Factor Investing Using Capital Market Assumptions R Elkamhi, JSH Lee, M Salerno Practical Applications, 2022 | | 2022 |
| Volatility Timing: why risk-based rules outperform naıve diversification R Elkamhi, C Jo, J Lee, M Salerno | | 2022 |
| Four Essays on Asset Pricing and Structural Estitmation M Salerno University of Toronto (Canada), 2022 | | 2022 |
Sergei DavydenkoUniversity of TorontoVerified email at rotman.utoronto.ca
Sergei DavydenkoUniversity of TorontoVerified email at rotman.utoronto.ca