Nothing Special   »   [go: up one dir, main page]
create a website
Foundations of Portfolio Theory.. (1991). Markowitz, Harry.
In: Journal of Finance.
RePEc:bla:jfinan:v:46:y:1991:i:2:p:469-77.

Full description at Econpapers || Download paper

Cited: 191

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Up- and down-correlations in normal variance mixture models. (2024). Vanduffel, Steven ; Shushi, Tomer ; Ansari, Jonathan.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:205:y:2024:i:c:s0167715223001736.

    Full description at Econpapers || Download paper

  2. Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Moravcova, Michala ; Koenda, Even.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

    Full description at Econpapers || Download paper

  3. Wealth as a moderating effect on gender differences in portfolio holdings. (2024). Riefler, Raul ; Tosun, Onur Kemal ; Baeckstrom, Ylva.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000371.

    Full description at Econpapers || Download paper

  4. Energy transition and housing market bubbles: Evidence from prefecture cities in China. (2024). Fang, Jie ; Sun, Yongping ; Liu, Sinuo ; Jin, YI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001932.

    Full description at Econpapers || Download paper

  5. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Skewness-seeking behavior and financial investments. (2023). Ploner, Matteo ; Benuzzi, Matteo.
    In: CEEL Working Papers.
    RePEc:trn:utwpce:2301.

    Full description at Econpapers || Download paper

  8. Stock Selection Using Roy Criteria to Construct a Portfolio and the Effects of Variables on Portfolio Return.. (2023). Sijabat, Jadongan ; Hibatullah, Fadh Fauzi ; Manurung, Adler Haymans.
    In: Journal of Finance and Investment Analysis.
    RePEc:spt:fininv:v:12:y:2023:i:3:f:12_3_2.

    Full description at Econpapers || Download paper

  9. Sustainability in Private Capital Investing: A Systematic Literature Review. (2023). Weber, Olaf ; Johnson, Ryan ; Alguindigue, Pedro ; Dordi, Truzaar ; Mirza, Majid.
    In: Journal of Management and Sustainability.
    RePEc:ibn:jmsjnl:v:13:y:2023:i:1:p:119.

    Full description at Econpapers || Download paper

  10. Multi-Objective Optimal Long-Term Operation of Cascade Hydropower for Multi-Market Portfolio and Energy Stored at End of Year. (2023). Cai, Huaxiang ; Lu, Jia ; Cheng, Chuntian ; Shen, Jianjian ; Yu, Haojianxiong.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:2:p:604-:d:1024976.

    Full description at Econpapers || Download paper

  11. Cryptocurrency return predictability: What is the role of the environment?. (2023). Mefteh-Wali, Salma ; Lahiani, Amine ; Clark, Ephraim.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000355.

    Full description at Econpapers || Download paper

  12. Does reinforcement learning outperform deep learning and traditional portfolio optimization models in frontier and developed financial markets?. (2023). van Nguyen, Phuc ; Ngo, Vu Minh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000624.

    Full description at Econpapers || Download paper

  13. Canonical portfolios: Optimal asset and signal combination. (2023). Firoozye, Nikan ; Zohren, Stefan ; Tan, Vincent.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001577.

    Full description at Econpapers || Download paper

  14. A Privacy-preserving mean–variance optimal portfolio. (2023). Lee, Jaewook ; Ko, Hyungjin ; Byun, Junyoung.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001678.

    Full description at Econpapers || Download paper

  15. Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082.

    Full description at Econpapers || Download paper

  16. Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management. (2023). Tosidis, Pavlos ; Kirtas, Emmanouil ; Spanos, Dimitris ; Stefanidis, Kyriakos ; Tsampazis, Konstantinos ; Manousis, Theodoros ; Tzelepi, Maria ; Rodinos, Georgios ; Tefas, Anastasios ; Avramelou, Loukia ; Passalis, Nikolaos ; Tsantekidis, Avraam.
    In: Papers.
    RePEc:arx:papers:2309.16679.

    Full description at Econpapers || Download paper

  17. f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures. (2023). Ding, Rui.
    In: Papers.
    RePEc:arx:papers:2302.00452.

    Full description at Econpapers || Download paper

  18. .

    Full description at Econpapers || Download paper

  19. Equity Return Expectations and Financial Wealth Holdings of U.S. Households. (2022). Swarn, Chatterjee ; Marty, Cotwright.
    In: Open Economics.
    RePEc:vrs:openec:v:5:y:2022:i:1:p:1-10:n:1.

    Full description at Econpapers || Download paper

  20. Overconfidence and the adoption of robo-advice: why overconfident investors drive the expansion of automated financial advice. (2022). Piehlmaier, Dominik M.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00324-3.

    Full description at Econpapers || Download paper

  21. Impact of Sovereign Credit Rating Disclosure on Chinese Financial Market. (2022). Olh, Judit ; Khan, Muhammad Atif ; Pervaiz, Khansa ; Li, Chunling.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079906.

    Full description at Econpapers || Download paper

  22. The Evaluation of Mean-Detrended Cross-Correlation Analysis Portfolio Strategy for Multiple risk Assets. (2022). Chen, Zhonglu ; Zhang, Linlin ; Wu, XU.
    In: Evaluation Review.
    RePEc:sae:evarev:v:46:y:2022:i:2:p:138-164.

    Full description at Econpapers || Download paper

  23. Portfolio instability and socially responsible investment:experiments with financial professionals and students. (2022). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga.
    In: CEE-M Working Papers.
    RePEc:hal:wpceem:hal-03909118.

    Full description at Econpapers || Download paper

  24. Efficient and Near-Optimal Online Portfolio Selection. (2022). Gaillard, Pierre ; Ostrovskii, Dmitrii M ; Jezequel, Remi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03787674.

    Full description at Econpapers || Download paper

  25. Identifying Key Financial, Environmental, Social, Governance (ESG), Bond, and COVID-19 Factors Affecting Global Shipping Companies—A Hybrid Multiple-Criteria Decision-Making Method. (2022). Hung, Brian ; Chang, Hai-Yen ; Lin, Arthur J.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:9:p:5148-:d:801295.

    Full description at Econpapers || Download paper

  26. An Application of Portfolio Mean-Variance and Semi-Variance Optimization Techniques: A Case of Fiji. (2022). Stauvermann, Peter ; Kumar, Ronald ; Samitas, Aristeidis.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:190-:d:797211.

    Full description at Econpapers || Download paper

  27. Cryptocurrencies and portfolio diversification in an emerging market. (2022). Alhassan, Abdul Latif ; Chelwa, Grieve ; Letho, Lehlohonolo.
    In: China Finance Review International.
    RePEc:eme:cfripp:cfri-06-2021-0123.

    Full description at Econpapers || Download paper

  28. The differential effect of new product preannouncements in driving institutional and individual investor ownership. (2022). Sardashti, Hanieh ; Bhattacharya, Abhi.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:149:y:2022:i:c:p:811-823.

    Full description at Econpapers || Download paper

  29. Examining the impact of upstream and downstream relationship stability and concentration on firms’ financial performance. (2022). Xu, Xun ; Wang, Peini ; Shi, Xinyu ; Gu, Jing.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:141:y:2022:i:c:p:229-242.

    Full description at Econpapers || Download paper

  30. Quantifying the asymmetric spillovers in sustainable investments. (2022). Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr ; Iqbal, Najaf.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864.

    Full description at Econpapers || Download paper

  31. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization. (2022). Wong, Wing-Keung ; Bai, Zhi Dong ; Li, Hua ; McAleer, Michael.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:24:y:2022:i:c:p:133-150.

    Full description at Econpapers || Download paper

  32. KALMANBOT: KalmanNet-Aided Bollinger Bands for Pairs Trading. (2022). Shlezinger, Nir ; Morgenstern, Hai ; Revach, Guy ; Deng, Haoran .
    In: Papers.
    RePEc:arx:papers:2210.15448.

    Full description at Econpapers || Download paper

  33. Efficient and Near-Optimal Online Portfolio Selection. (2022). Gaillard, Pierre ; Ostrovskii, Dmitrii M.
    In: Papers.
    RePEc:arx:papers:2209.13932.

    Full description at Econpapers || Download paper

  34. Estimating Food Price Inflation from Partial Surveys. (2021). Johannes, Bo Pieter.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9886.

    Full description at Econpapers || Download paper

  35. Fuzzy Portfolio Selection with Sugeno Type Fuzzy Neural Network: Investing in the Mexican Stock Market. (2021). Castro, Judith Jazmin ; Medina, Jose Eduardo.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:16:y:2021:i:tnea:a:9.

    Full description at Econpapers || Download paper

  36. Freight rate co-movement and risk spillovers in the product tanker shipping market: A copula analysis. (2021). Lee, Jasmine Siu ; Bai, Xiwen.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:149:y:2021:i:c:s1366554521000892.

    Full description at Econpapers || Download paper

  37. Dealing with heterogeneity and complexity in the analysis of the willingness to invest in community renewable energy in rural areas. (2021). Perez-Pico, Ada ; Pieiro-Chousa, Juan ; Romero-Castro, Noelia.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521005989.

    Full description at Econpapers || Download paper

  38. Dynamic optimal portfolio choice under time-varying risk aversion. (2021). Esparcia, Carlos ; Diaz, Antonio.
    In: International Economics.
    RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22.

    Full description at Econpapers || Download paper

  39. Fractal statistical measure and portfolio model optimization under power-law distribution. (2021). Yan, Ruzhen ; Li, Jia ; Zhang, Linlin ; Wu, XU.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001169.

    Full description at Econpapers || Download paper

  40. .

    Full description at Econpapers || Download paper

  41. .

    Full description at Econpapers || Download paper

  42. .

    Full description at Econpapers || Download paper

  43. Effects of Asset Allocation on Financial Performance of Unit Trust Schemes in Kenya. (2020). Chogi, Ronald ; Mokaya, Humphrey ; Nyamute, Winnie.
    In: Journal of Finance and Investment Analysis.
    RePEc:spt:fininv:v:9:y:2020:i:4:f:9_4_1.

    Full description at Econpapers || Download paper

  44. A resilience-based method for prioritizing post-event building inspections. (2020). Yeum, Chul Min ; Dyke, Shirley J ; Bilionis, Ilias ; Lenjani, Ali ; Monteiro, Ricardo.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
    RePEc:spr:nathaz:v:100:y:2020:i:2:d:10.1007_s11069-019-03849-0.

    Full description at Econpapers || Download paper

  45. A kelly criterion based optimal scheduling of a microgrid on a steam-assisted gravity drainage (SAGD) facility. (2020). Trifkovic, Milana ; Gates, Ian D ; Chen, Yujun ; Purkayastha, Sagar N.
    In: Energy.
    RePEc:eee:energy:v:204:y:2020:i:c:s036054422030952x.

    Full description at Econpapers || Download paper

  46. An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

    Full description at Econpapers || Download paper

  47. A Natural Actor-Critic Algorithm with Downside Risk Constraints. (2020). Spooner, Thomas ; Savani, Rahul.
    In: Papers.
    RePEc:arx:papers:2007.04203.

    Full description at Econpapers || Download paper

  48. Portfolio optimization using Laplacian biogeography based optimization. (2019). Garg, Vanita ; Deep, Kusum.
    In: OPSEARCH.
    RePEc:spr:opsear:v:56:y:2019:i:4:d:10.1007_s12597-019-00400-4.

    Full description at Econpapers || Download paper

  49. Optimización de Portafolios de Inversión con Algoritmos Genéticos. (2019). Lizola, Pedro Enrique ; Cruz, David Valle ; Cortez, Vanessa Fernandez.
    In: Revista de Investigación en ciencias contables y Administrativas.
    RePEc:snh:journl:v:4:y:2019:i:2:p:111-125.

    Full description at Econpapers || Download paper

  50. Precondition stock and stock indices volatility modeling based on market diversification potential: Evidence from Russian market. (2019). Nagapetyan, Artur.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0380.

    Full description at Econpapers || Download paper

  51. Portfolio Optimization and Diversification in China: Policy Implications for Vietnam and other Emerging Markets. (2019). Vo, Duc.
    In: MPRA Paper.
    RePEc:pra:mprapa:103276.

    Full description at Econpapers || Download paper

  52. Did Tom Brady Save the US stock market? Market Anomaly or Market Efficiency?. (2019). Amoateng, Kofi A.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:11:y:2019:i:5:p:128.

    Full description at Econpapers || Download paper

  53. Collective Intelligence: An Emerging World in Open Innovation. (2019). Zhao, Xiaofei ; Jeong, Euiseob ; Yun, Jinhyo Joseph ; Kim, Kyunghun ; Hahm, Sung Deuk .
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:16:p:4495-:d:259032.

    Full description at Econpapers || Download paper

  54. Agricultural investments and hunger in Africa modeling potential contributions to SDG2 – Zero Hunger. (2019). Zhu, Tingju ; Willenbockel, Dirk ; Robinson, Sherman ; Mason-D'Croz, Daniel ; Nin-Pratt, Alejandro ; Lowder, Sarah K ; Rosegrant, Mark W ; Wiebe, Keith ; Sulser, Timothy B ; Robertson, Richard D ; Dunston, Shahnila ; Cenacchi, Nicola.
    In: World Development.
    RePEc:eee:wdevel:v:116:y:2019:i:c:p:38-53.

    Full description at Econpapers || Download paper

  55. Internationalization, related party transactions, and firm ownership structure: Empirical evidence from an emerging market. (2019). Bhattacharya, Saurabh ; Agnihotri, Arpita.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:48:y:2019:i:c:p:340-352.

    Full description at Econpapers || Download paper

  56. Bank credit and trade credit: Evidence from natural experiments. (2019). Wu, Qiang ; Ma, Hui ; Chen, Shenglan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619301918.

    Full description at Econpapers || Download paper

  57. Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

    Full description at Econpapers || Download paper

  58. “Tough Guy” vs. “Cushion” hypothesis: How does individualism affect risk-taking?. (2019). Illiashenko, Pavlo.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300115.

    Full description at Econpapers || Download paper

  59. Financial Management of the Romanian Preuniversitary Education Institutions. (2019). Matei, Gheorghe ; Alexandru, Irina Maria.
    In: Finante - provocarile viitorului (Finance - Challenges of the Future).
    RePEc:aio:fpvfcf:v:1:y:2019:i:21:p:63-78.

    Full description at Econpapers || Download paper

  60. Lecture Notes in Behavioral Finance. (2018). Venezia, Itzhak.
    In: World Scientific Books.
    RePEc:wsi:wsbook:10751.

    Full description at Econpapers || Download paper

  61. A pragmatic view on the financial theories. (2018). Mihai, Chiu.
    In: Proceedings of the International Conference on Business Excellence.
    RePEc:vrs:poicbe:v:12:y:2018:i:1:p:197-208:n:19.

    Full description at Econpapers || Download paper

  62. The Application of the Markowitz’s Model in Efficient Portfolio Forming on the Capital Market in the Republic of Serbia. (2018). Vladimir, Njegomir ; Sneana, Raduki ; Milica, Radovi.
    In: Economic Themes.
    RePEc:vrs:ecothe:v:56:y:2018:i:1:p:17-34:n:2.

    Full description at Econpapers || Download paper

  63. Die Theorie der fairen geometrischen Rendite. (2018). Sonntag, Dominik.
    In: MPRA Paper.
    RePEc:pra:mprapa:87082.

    Full description at Econpapers || Download paper

  64. Alternative utility functions: review, analysis and comparison. (2018). Harpaz, Giora ; Francis, Jack Clark ; Harel, Arie.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:3:d:10.1007_s11156-017-0688-z.

    Full description at Econpapers || Download paper

  65. Optimal Portfolio for LNG Importation in Korea Using a Two-Step Portfolio Model and a Fuzzy Analytic Hierarchy Process. (2018). Kim, Jin Soo.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:11:p:3049-:d:180911.

    Full description at Econpapers || Download paper

  66. Estimation error in mean returns and the mean-variance efficient frontier. (2018). Simaan, Majeed ; Tang, YI.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:56:y:2018:i:c:p:109-124.

    Full description at Econpapers || Download paper

  67. Platform flexibility strategies: R&D investment versus production customization tradeoff. (2018). van den Broeke, Maud M ; van Mieghem, Jan A ; Boute, Robert N.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:270:y:2018:i:2:p:475-486.

    Full description at Econpapers || Download paper

  68. What is the Economic Cost of the Investment Home Bias?. (2017). Levy, Haim.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:5:p:897-929.

    Full description at Econpapers || Download paper

  69. Expected downside risk and asset prices: characteristics of emerging and developed European markets. (2017). Ormos, Mihály ; Timotity, Dusan .
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:3:d:10.1007_s10663-016-9329-3.

    Full description at Econpapers || Download paper

  70. Presidential Election and Portfolio Selections in the Nigeria Stock Exchange. (2017). Osamwonyi, Ifuero Osad ; Omorokunwa, Osazee G.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:8:y:2017:i:4:p:184-195.

    Full description at Econpapers || Download paper

  71. Traders’ behavioral coupling and market phase transition. (2017). Ma, Rong ; Li, Honggang ; Zhang, Yin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:486:y:2017:i:c:p:618-627.

    Full description at Econpapers || Download paper

  72. The resilience of entrepreneurial ecosystems. (2017). Roundy, Philip T ; Bradshaw, Mike ; Brockman, Beverly K.
    In: Journal of Business Venturing Insights.
    RePEc:eee:jobuve:v:8:y:2017:i:c:p:99-104.

    Full description at Econpapers || Download paper

  73. Ownership structure and internationalization of Indian firms. (2017). Veliyath, Rajaram ; Singla, Chitra ; George, Rejie.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:81:y:2017:i:c:p:130-143.

    Full description at Econpapers || Download paper

  74. Earnings smoothing: Does it exacerbate or constrain stock price crash risk?. (2017). Chen, Changling ; Yao, LI ; Kim, Jeong-Bon.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:42:y:2017:i:c:p:36-54.

    Full description at Econpapers || Download paper

  75. European Pension Funds and Sustainable Development: Trade‐Offs between Finance and Responsibility. (2017). Scholtens, Bert ; Sievanen, Riikka ; Rita, Hannu .
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:26:y:2017:i:7:p:912-926.

    Full description at Econpapers || Download paper

  76. Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization. (2016). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1705.

    Full description at Econpapers || Download paper

  77. The Economic Impact of Environmental Regulations on a Maritime Fuel Production Company. (2016). Olaniyi, Eunice Omolola ; Viirmae, Marti .
    In: Research in Economics and Business: Central and Eastern Europe.
    RePEc:ttu:rebcee:93.

    Full description at Econpapers || Download paper

  78. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization. (2016). Wong, Wing-Keung ; McAleer, Michael ; Bai, Zhi Dong ; Li, Hua.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160025.

    Full description at Econpapers || Download paper

  79. Risk minimization and portfolio diversification. (2016). Pourbabaee, Farzad ; Pirvu, Traian A ; Kwak, Minsuk.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:9:p:1325-1332.

    Full description at Econpapers || Download paper

  80. Dynamic asset–liability management in a Markov market with stochastic cash flows. (2016). Yao, Haixiang ; Li, Yong ; Hao, Zhifeng .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:10:p:1575-1597.

    Full description at Econpapers || Download paper

  81. Aid Volatility and Social Performance in Microfinance. (2016). Szafarz, Ariane ; Hudon, Marek ; D'Espallier, Bert.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/227277.

    Full description at Econpapers || Download paper

  82. PREMISES OF BEHAVIORAL FINANCE IN RATIONAL DECISION-MAKING. (2016). Droj, Laurentiu ; popovici -Coita, Ioana Florina.
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2016:i:1:p:671-681.

    Full description at Econpapers || Download paper

  83. Ownership Structure and Internationalization of Indian Firms. (2016). Singla, Chitra ; Veliyath, Rajaram ; George, Rejie.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:14486.

    Full description at Econpapers || Download paper

  84. Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K.
    In: JRFM.
    RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448.

    Full description at Econpapers || Download paper

  85. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization. (2016). Wong, Wing-Keung ; McAleer, Michael ; Bai, Z ; Li, H.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:80106.

    Full description at Econpapers || Download paper

  86. Commercializing user innovations by vertical diversification: The user–manufacturer innovator. (2016). Henkel, Joachim ; Block, Joern ; Stiegler, Annika ; Schweisfurth, Tim G.
    In: Research Policy.
    RePEc:eee:respol:v:45:y:2016:i:1:p:244-259.

    Full description at Econpapers || Download paper

  87. Exact and asymptotic tests on a factor model in low and large dimensions with applications. (2016). Bodnar, Taras ; Reiss, Markus .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:150:y:2016:i:c:p:125-151.

    Full description at Econpapers || Download paper

  88. More possessions, more worry. (2016). Simaan, Yusif ; Levy, Haim.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:255:y:2016:i:3:p:893-902.

    Full description at Econpapers || Download paper

  89. La inversión extranjera directa y su desempeño en Colombia, 1994 - 2014. (2016). Rodriguez Puello, Gabriel ; Forero, Daniel Alfonso ; Bolivar, Luis Miguel .
    In: REVISTA ECONOMÍA & REGIÓN.
    RePEc:col:000411:015317.

    Full description at Econpapers || Download paper

  90. How Multi-Destination Firms Shape the Effect of Exchange Rate Volatility on Trade: Micro Evidence and Aggregate Implications. (2016). Nedoncelle, Clément ; Héricourt, Jérôme ; Hericourt, Jerome.
    In: Working Papers.
    RePEc:cii:cepidt:2016-05.

    Full description at Econpapers || Download paper

  91. Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1519.

    Full description at Econpapers || Download paper

  92. Investor Education and Portfolio Diversification on the Stock Market. (2015). Liivamagi, Kristjan .
    In: Research in Economics and Business: Central and Eastern Europe.
    RePEc:ttu:rebcee:82.

    Full description at Econpapers || Download paper

  93. Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abbay K.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150122.

    Full description at Econpapers || Download paper

  94. Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, A K.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:79216.

    Full description at Econpapers || Download paper

  95. Portfolio selection in a two-regime world. (2015). Levy, Moshe ; Kaplanski, Guy.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:242:y:2015:i:2:p:514-524.

    Full description at Econpapers || Download paper

  96. Relative Real Exchange-Rate Volatility, Multi-Destination Firms and Trade: Micro Evidence and Aggregate Implications. (2015). Nedoncelle, Clément ; Héricourt, Jérôme.
    In: Working Papers.
    RePEc:cii:cepidt:2015-03.

    Full description at Econpapers || Download paper

  97. STUDY REGARDING THE MARKOWITZ MODEL OF PORTFOLIO SELECTION. (2015). Nicolae, Baltes ; Alexandra-Gabriela, Dragoe .
    In: Revista Economica.
    RePEc:blg:reveco:v:67:y:2015:i:supplement:p:195-206.

    Full description at Econpapers || Download paper

  98. Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Peiris, Shelton.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1432.

    Full description at Econpapers || Download paper

  99. European Market Portfolio Diversification Strategies across the GFC. (2014). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K..
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1427.

    Full description at Econpapers || Download paper

  100. Masters of the Stock Market. (2014). Liivamagi, Kristjan ; Talpsepp, Tnn ; Vaarmets, Tarvo .
    In: TUT Economic Research Series.
    RePEc:ttu:tuteco:16.

    Full description at Econpapers || Download paper

  101. Hedge Fund Portfolio Diversification Strategies across the GFC. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Peiris, Shelton.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140151.

    Full description at Econpapers || Download paper

  102. European Market Portfolio Diversification Strategies across the GFC. (2014). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140134.

    Full description at Econpapers || Download paper

  103. Is a night better than a day: Empirical evidence. (2014). Deshkovski, A. ; Dzeshkovskaia, A..
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:doi:10.1080/23322039.2014.921575.

    Full description at Econpapers || Download paper

  104. A Proposed Model to Behaviourally Pricing Risk. (2014). Peeperkorn, Jacques.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:6:y:2014:i:6:p:477-487.

    Full description at Econpapers || Download paper

  105. Determinants of corporate hedging policies and derivatives usage in risk management practices of non-financial firms. (2014). Mehmood, Asif ; Chaudhry, Naveed Iqbal .
    In: MPRA Paper.
    RePEc:pra:mprapa:57562.

    Full description at Econpapers || Download paper

  106. The Validation of Peer Review through Research Impact Measures and the Implications for Funding Strategies. (2014). Glisson, Scott R ; Thompson, Lisa A ; Reynders, Sofie ; Travis, Joseph ; McPartland, Caitlin D ; Irwin, David ; Carpenter, Afton S ; Gallo, Stephen A.
    In: PLOS ONE.
    RePEc:plo:pone00:0106474.

    Full description at Econpapers || Download paper

  107. Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison. (2014). Santos, Antonio ; Pascoal, Rui ; Monteiro, Ana.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2014-25..

    Full description at Econpapers || Download paper

  108. Risk Measures and Portfolio Optimization. (2014). Pirvu, Traian Adrian ; Priscilla Serwaa Nkyira Gambrah, .
    In: JRFM.
    RePEc:gam:jjrfmx:v:7:y:2014:i:3:p:113-129:d:40516.

    Full description at Econpapers || Download paper

  109. Financial socialism: The role of financial economics in economic disorganization. (2014). Ehret, Michael .
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:67:y:2014:i:1:p:2686-2692.

    Full description at Econpapers || Download paper

  110. Strategic robust supply chain design based on the Pareto-optimal tradeoff between efficiency and risk. (2014). Huang, Edward ; Goetschalckx, Marc .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:237:y:2014:i:2:p:508-518.

    Full description at Econpapers || Download paper

  111. Capital Asset Pricing Model (CAPM) with drawdown measure. (2014). Pavlikov, Konstantin ; Uryasev, Stan ; Zabarankin, Michael.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:234:y:2014:i:2:p:508-517.

    Full description at Econpapers || Download paper

  112. The benefits of differential variance-based constraints in portfolio optimization. (2014). Levy, Moshe.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:234:y:2014:i:2:p:372-381.

    Full description at Econpapers || Download paper

  113. Mean–variance approximations to expected utility. (2014). Markowitz, Harry.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:234:y:2014:i:2:p:346-355.

    Full description at Econpapers || Download paper

  114. Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Peiris, Shelton.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:14/27.

    Full description at Econpapers || Download paper

  115. European Market Portfolio Diversifcation Strategies across the GFC. (2014). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K..
    In: Working Papers in Economics.
    RePEc:cbt:econwp:14/25.

    Full description at Econpapers || Download paper

  116. Risk minimization and portfolio diversification. (2014). Pourbabaee, Farzad ; Pirvu, Traian A. ; Kwak, Minsuk.
    In: Papers.
    RePEc:arx:papers:1411.6657.

    Full description at Econpapers || Download paper

  117. Comments on: Multicriteria decision systems for financial problems. (2013). Aouni, Belaid.
    In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:topjnl:v:21:y:2013:i:2:p:262-264.

    Full description at Econpapers || Download paper

  118. Optimal Power Generation Investment: Impact of Technology Choices and Existing Portfolios for Deploying Low-Carbon Coal Technologies. (2013). Madlener, Reinhard ; Rohlfs, Wilko .
    In: FCN Working Papers.
    RePEc:ris:fcnwpa:2013_012.

    Full description at Econpapers || Download paper

  119. Volatility spillovers of rupee-dollar and rupee-euro exchange rates on Indian stock prices: evidence from GARCH model. (2013). I, Sahadudheen.
    In: MPRA Paper.
    RePEc:pra:mprapa:65746.

    Full description at Econpapers || Download paper

  120. The best estimation for high-dimensional Markowitz mean-variance optimization. (2013). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong.
    In: MPRA Paper.
    RePEc:pra:mprapa:43862.

    Full description at Econpapers || Download paper

  121. Globalization and Economic Crisis – Consequences in the Banking Portfolio Management. (2013). Bucur, Crina Raluca .
    In: Knowledge Horizons - Economics.
    RePEc:khe:journl:v:5:y:2013:i:4:p:198-204.

    Full description at Econpapers || Download paper

  122. Stochastic dominance analysis of CTA funds. (2013). Wong, Wing-Keung ; Lean, Hooi Hooi ; Phoon, Kok .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:1:p:155-170.

    Full description at Econpapers || Download paper

  123. Mean-Variance and Expected Utility: The Borch Paradox. (2013). Johnstone, David ; Lindley, Dennis .
    In: Papers.
    RePEc:arx:papers:1306.2728.

    Full description at Econpapers || Download paper

  124. Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011. (2012). Panait, Iulian ; Slavescu, Ecaterina Oana .
    In: MPRA Paper.
    RePEc:pra:mprapa:38751.

    Full description at Econpapers || Download paper

  125. Target-oriented investment advice. (2012). , Philippe.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.31.

    Full description at Econpapers || Download paper

  126. Parental preference for investment risk incites family strife. (2012). Forbes, Scott .
    In: Journal of Bioeconomics.
    RePEc:kap:jbioec:v:14:y:2012:i:2:p:115-128.

    Full description at Econpapers || Download paper

  127. Downside risk aversion, fixed-income exposure, and the value premium puzzle. (2012). Vliet, Pim ; Post, Gerrit T. ; van Vliet, Pim ; Baltussen, Guido.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3382-3398.

    Full description at Econpapers || Download paper

  128. Do US macroeconomic conditions affect Asian stock markets?. (2012). Narayan, Seema.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:6:p:669-679.

    Full description at Econpapers || Download paper

  129. Two Paradigms and Nobel Prizes in Economics: a Contradiction or Coexistence?. (2012). Levy, Haim ; Hens, Thorsten ; de Giorgi, Enrico G.
    In: European Financial Management.
    RePEc:bla:eufman:v:18:y:2012:i:2:p:163-182.

    Full description at Econpapers || Download paper

  130. Optimal Investment Under Transaction Costs. (2012). Donmez, Mehmet A. ; Kozat, Suleyman S. ; Tunc, Sait .
    In: Papers.
    RePEc:arx:papers:1203.4153.

    Full description at Econpapers || Download paper

  131. An information economics perspective on main bank relationships and firm R&D. (2011). Sofka, Wolfgang ; Schmidt, Tobias ; Hoewer, Daniel.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:11055.

    Full description at Econpapers || Download paper

  132. An information economics perspective on main bank relationships and firm R&D. (2011). Sofka, Wolfgang ; Schmidt, Tobias ; Hoewer, Daniel.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201119.

    Full description at Econpapers || Download paper

  133. The MONIAC Updated for the Era of Permanent Financial Crisis. (2011). leeson, robert.
    In: ASSRU Discussion Papers.
    RePEc:trn:utwpas:1108.

    Full description at Econpapers || Download paper

  134. New evidence on oil price and firm returns. (2011). Sharma, Susan ; Narayan, Paresh.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:12:p:3253-3262.

    Full description at Econpapers || Download paper

  135. Examining crude oil price - Exchange rate nexus for India during the period of extreme oil price volatility. (2011). Ghosh, Sajal .
    In: Applied Energy.
    RePEc:eee:appene:v:88:y:2011:i:5:p:1886-1889.

    Full description at Econpapers || Download paper

  136. Prospect theory and hedging risks. (2010). Wong, Wing-Keung ; Egozcue, Martin ; Broll, Udo ; Zitikis, Riardas.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:0510.

    Full description at Econpapers || Download paper

  137. Copula-Models in Foreign Exchange Risk-Management of a Bank. (2010). Penikas, Henry .
    In: Applied Econometrics.
    RePEc:ris:apltrx:0045.

    Full description at Econpapers || Download paper

  138. Do financial advisors exhibit myopic loss aversion?. (2010). Kvaløy, Ola ; Eriksen, Kristoffer .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170.

    Full description at Econpapers || Download paper

  139. Portfolio selection in multidimensional general and partial moment space. (2010). Kerstens, Kristiaan ; Briec, Walter.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:4:p:636-656.

    Full description at Econpapers || Download paper

  140. Modelling the impact of oil prices on Vietnams stock prices. (2010). Narayan, Seema.
    In: Applied Energy.
    RePEc:eee:appene:v:87:y:2010:i:1:p:356-361.

    Full description at Econpapers || Download paper

  141. The CAPM is Alive and Well: A Review and Synthesis. (2010). Levy, Haim.
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:1:p:43-71.

    Full description at Econpapers || Download paper

  142. Optimal Sales Force Diversification and Group Incentive Payments. (2009). Coughlan, Anne T. ; Caldieraro, Fabio .
    In: Marketing Science.
    RePEc:inm:ormksc:v:28:y:2009:i:6:p:1009-1026.

    Full description at Econpapers || Download paper

  143. Portfolio Selection in Multidimensional General and Partial Moment Space.. (2009). Kerstens, Kristiaan ; Briec, Walter.
    In: Working Papers.
    RePEc:ies:wpaper:e200908.

    Full description at Econpapers || Download paper

  144. Probabilistic dominance criteria for comparing uncertain alternatives: A tutorial. (2009). Ringuest, Jeffrey L. ; Graves, Samuel B..
    In: Omega.
    RePEc:eee:jomega:v:37:y:2009:i:2:p:346-357.

    Full description at Econpapers || Download paper

  145. Estimation of tail thickness parameters from GJR-GARCH models. (2009). LINTON, OLIVER ; Iglesias, Emma.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we094726.

    Full description at Econpapers || Download paper

  146. A test for the weights of the global minimum variance portfolio in an elliptical model. (2008). Schmid, Wolfgang ; Bodnar, Taras.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:67:y:2008:i:2:p:127-143.

    Full description at Econpapers || Download paper

  147. Efficient Frontier for Robust Higher-order Moment Portfolio Selection. (2008). Maillet, Bertrand ; Merlin, Paul ; Jurczenko, Emmanuel .
    In: Post-Print.
    RePEc:hal:journl:halshs-00336475.

    Full description at Econpapers || Download paper

  148. Investments in random environments. (2008). Schweitzer, Frank ; Cantero-alvarez, Ruben ; Matias Rodrigues, João F., ; Navarro-Barrientos, Jesus Emeterio .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:8:p:2035-2046.

    Full description at Econpapers || Download paper

  149. The role of salience in portfolio formation. (2008). da Silva Rosa, Raymond, ; Durand, Robert B..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:1-2:p:78-94.

    Full description at Econpapers || Download paper

  150. The value of coskewness in evaluating mutual funds. (2008). Moreno, David ; Rodriguez, Rosa.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb087616.

    Full description at Econpapers || Download paper

  151. Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments. (2008). Schweitzer, Frank ; WALTER, FRANK E. ; J. Emeterio Navarro Barrientos, .
    In: Papers.
    RePEc:arx:papers:0801.4305.

    Full description at Econpapers || Download paper

  152. Investments in Random Environments. (2008). Schweitzer, Frank ; Navarro, Emeterio ; Cantero, Ruben ; Rodrigues, Joao .
    In: Papers.
    RePEc:arx:papers:0709.3630.

    Full description at Econpapers || Download paper

  153. THE COST OF EQUITY OF PORTUGUESE PUBLIC FIRMS: A DOWNSIDE RISK APPROACH. (2007). Pereira, Ricardo.
    In: Portuguese Journal of Management Studies.
    RePEc:pjm:journl:v:xii:y:2007:i:1:p:7-25.

    Full description at Econpapers || Download paper

  154. Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market. (2007). Miralles Marcelo, Jose ; Miralles Quiros, Mar ; Miralles Quirós, Jose ; MIRALLES QUIRÓS, JOSÉ LUIS., ; MIRALLES QUIRÓS, MARÍA DEL MAR, .
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:25_1_8.

    Full description at Econpapers || Download paper

  155. Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach. (2007). Kerstens, Kristiaan ; Jokung, Octave ; Briec, Walter.
    In: Management Science.
    RePEc:inm:ormnsc:v:53:y:2007:i:1:p:135-149.

    Full description at Econpapers || Download paper

  156. Mean-semivariance behavior: Downside risk and capital asset pricing. (2007). Estrada, Javier.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:16:y:2007:i:2:p:169-185.

    Full description at Econpapers || Download paper

  157. Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges. (2007). Stummer, Christian ; Pla-Santamaria, David ; Gunther, M. ; Ballestero, E..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:181:y:2007:i:3:p:1476-1487.

    Full description at Econpapers || Download paper

  158. Analysing the determinants of narrative risk information in UK FTSE 100 annual reports. (2007). Cox, Paul ; Abraham, Santhosh.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:39:y:2007:i:3:p:227-248.

    Full description at Econpapers || Download paper

  159. Master funds in portfolio analysis with general deviation measures. (2006). Zabarankin, Michael ; Rockafellar, Tyrrell R. ; Uryasev, Stan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:2:p:743-778.

    Full description at Econpapers || Download paper

  160. Expanding the frontier one asset at a time. (2006). Ukhov, Andrey D..
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:3:p:194-206.

    Full description at Econpapers || Download paper

  161. Distributional properties of portfolio weights. (2006). Schmid, Wolfgang ; Okhrin, Yarema.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:134:y:2006:i:1:p:235-256.

    Full description at Econpapers || Download paper

  162. Risk forecasting models and optimal portfolio selection. (2005). Moreno, David ; Olmeda, Ignacio ; Marco, Paulina .
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:11:p:1267-1281.

    Full description at Econpapers || Download paper

  163. Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach. (2005). Kerstens, Kristiaan ; Briec, Walter ; Jokung, Octave .
    In: Working Papers.
    RePEc:ies:wpaper:e200505.

    Full description at Econpapers || Download paper

  164. Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English). (2005). Fernandes, Ana Cristina ; MACHADO-SANTOS, Carlos.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:55:y:2005:i:9-10:p:460-470.

    Full description at Econpapers || Download paper

  165. Applying the Partitioned Multiobjective Risk Method (PMRM) to Portfolio Selection. (2004). Haimes, Yacov Y ; Santos, Joost Reyes.
    In: Risk Analysis.
    RePEc:wly:riskan:v:24:y:2004:i:3:p:697-713.

    Full description at Econpapers || Download paper

  166. Approximating Risk Aversion in Decision Analysis Applications. (2004). Kirkwood, Craig W.
    In: Decision Analysis.
    RePEc:inm:ordeca:v:1:y:2004:i:1:p:51-67.

    Full description at Econpapers || Download paper

  167. Selecting portfolios for mutual funds. (2004). Pla-Santamaria, David ; Ballestero, Enrique .
    In: Omega.
    RePEc:eee:jomega:v:32:y:2004:i:5:p:385-394.

    Full description at Econpapers || Download paper

  168. Modeling the bid/ask spread: measuring the inventory-holding premium. (2004). Bollen, Nicolas P. B., ; Smith, Tom ; Whaley, Robert E..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:72:y:2004:i:1:p:97-141.

    Full description at Econpapers || Download paper

  169. Basic Investment Theory Explained. (2004). Cahill, Kevin ; Soto, Mauricio.
    In: Just the Facts.
    RePEc:crr:jusfac:jtf_9.

    Full description at Econpapers || Download paper

  170. Audit Firm Portfolio Management Decisions. (2004). Johnstone, Karla M. ; Bedard, Jean C..
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:42:y:2004:i:4:p:659-690.

    Full description at Econpapers || Download paper

  171. Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments. (2003). Van Mieghem, Jan A..
    In: Manufacturing & Service Operations Management.
    RePEc:inm:ormsom:v:5:y:2003:i:4:p:269-302.

    Full description at Econpapers || Download paper

  172. Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets. (2003). Prakash, Arun ; Chang, Chun-Hao ; Pactwa, Therese E..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:7:p:1375-1390.

    Full description at Econpapers || Download paper

  173. Mean-semivariance behavior (II): The D-CAPM. (2003). Estrada, Javier.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0493.

    Full description at Econpapers || Download paper

  174. Mean-semivariance behavior: An alternative behavioral model. (2003). Estada, Javier.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0492.

    Full description at Econpapers || Download paper

  175. Behavioral and Prescriptive Explanations of a Reverse Sunk Cost Effect. (2002). Johnstone, David.
    In: Theory and Decision.
    RePEc:kap:theord:v:53:y:2002:i:3:p:209-242.

    Full description at Econpapers || Download paper

  176. Systematic risk in emerging markets: the. (2002). Estrada, Javier.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:4:p:365-379.

    Full description at Econpapers || Download paper

  177. Fiscal policy and the term premium in real interest rate differentials. (2000). Flavin, Thomas ; Limosani, M. G..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:10:y:2000:i:4:p:413-417.

    Full description at Econpapers || Download paper

  178. Expected utility, skewness, and the baseball betting market. (1999). Woodland, Bill.
    In: Applied Economics.
    RePEc:taf:applec:v:31:y:1999:i:3:p:337-345.

    Full description at Econpapers || Download paper

  179. Portfolio selection and skewness: Evidence from international stock markets. (1997). Prakash, Arun ; Dandapani, Krishnan ; Hamid, Shahid ; Chunhachinda, Pornchai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:2:p:143-167.

    Full description at Econpapers || Download paper

  180. An application of fuzzy set theory to the individual investor problem. (1997). Tarrazo, Manuel .
    In: Financial Services Review.
    RePEc:eee:finser:v:6:y:1997:i:2:p:97-107.

    Full description at Econpapers || Download paper

  181. Investment diversification and investment specialization and the assumed holding period. (1996). Levy, Haim.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:3:y:1996:i:2:p:117-134.

    Full description at Econpapers || Download paper

  182. A Portfolio of Nobel Laureates: Markowitz, Miller and Sharpe. (1993). Varian, Hal.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:7:y:1993:i:1:p:159-69.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-19 00:31:07 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.