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person:"Warnock, Francis E."
~isPartOf:"Journal of investment management : JOIM"
~person:"Markowitz, Harry"
~person:"Menchero, Jose"
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Portfolio selection
8
Portfolio-Management
8
Theorie
5
Theory
5
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3
Korrelation
3
Analysis of variance
2
Estimation theory
2
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Warnock, Francis E.
Markowitz, Harry
Menchero, Jose
Lo, Andrew W.
6
Bhansali, Vineer
4
Levy, Moshe
4
Muralidhar, Arun S.
4
Das, Sanjiv R.
3
Goldberg, Lisa
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2
Blay, Kenneth
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Harlow, W. V.
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Ji, Lei
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Kalotay, Andrew J.
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Kim, Seoyoung
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Kritzman, Mark
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Livnat, Joshua
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Malkiel, Burton G.
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Michaud, Richard O.
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Michaud, Robert O.
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Pedersen, Lasse Heje
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2
Shimizu, Masahito
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Journal of investment management : JOIM
International finance discussion papers
10
NBER working paper series
7
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
The journal of portfolio management : a publication of Institutional Investor
4
Journal of international money and finance
3
The Frank J. Fabozzi series
3
The theory and practice of investment management
3
European journal of operational research : EJOR
2
FRB International Finance Discussion Paper
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International Finance Discussion Papers
2
Journal de la Société de Statistique de Paris
2
Journal of international economics
2
MSCI Barra Research Paper
2
Monograph / Cowles Foundation for Research in Economics, Yale University
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : JPM
2
Variations in economic analysis : essays in honor of Eli Schwartz
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Annual review of financial economics
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Bundesbank Series 1 Discussion Paper
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Financial analysts' journal : FAJ
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Financial services review : the journal of individual financial management
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Finanzmarkt und Portfolio-Management
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IMF working paper
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IMF working papers
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Interfaces : the INFORMS journal on the practice of operations research
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International journal of forecasting
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Investment management and financial management
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Journal of economics & business
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Journal of financial and quantitative analysis : JFQA
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Journal of risk
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Kiel Working Paper
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Kiel working paper
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Managerial multiple objective optimization
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Advances in estimating covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 60-80
Persistent link: https://www.econbiz.de/10013041084
Saved in:
2
Correlation shrinkage : implications for risk forecasting
Menchero, Jose
;
Li, Peng
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 92-108
Persistent link: https://www.econbiz.de/10012589102
Saved in:
3
Multi-period portfolio selection : a practical simulation-based framework
Blay, Kenneth
;
Ghosh, Anish
;
Kusiak, Steven
;
Markowitz, …
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 94-129
Persistent link: https://www.econbiz.de/10012589468
Saved in:
4
Portfolio optimization with noisy covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
17
(
2019
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10012254261
Saved in:
5
Rethinking the fundamental law of active management
Menchero, Jose
- In:
Journal of investment management : JOIM
15
(
2017
)
2
,
pp. 92-107
Persistent link: https://www.econbiz.de/10011700691
Saved in:
6
Factor misalignment and portfolio construction
Menchero, Jose
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10011690869
Saved in:
7
Tax-cognizant portfolio analysis : a methodology for maximizing after-tax wealth
Blay, Kenneth A.
;
Markowitz, Harry
- In:
Journal of investment management : JOIM
14
(
2016
)
1
,
pp. 26-64
Persistent link: https://www.econbiz.de/10011691127
Saved in:
8
Efficiently combining multiple sources of alpha
Menchero, Jose
;
Lee, Jyh-Huei
- In:
Journal of investment management : JOIM
13
(
2015
)
4
,
pp. 71-86
Persistent link: https://www.econbiz.de/10011640362
Saved in:
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