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Sensitivity of performance indexes to disaster risk
Hodoshima, Jiro, (2021)
Star-shaped acceptability indexes
Righi, Marcelo Brutti, (2024)
Performance characteristics of hedge fund indices
Kapil, Sheeba, (2019)
Asset allocation without unobservable parameters
Stutzer, Michael J., (2009)
The paradox of diversification
Stutzer, Michael J., (2010)
Portfolio choice with endogenous utility : a large deviations approach
Stutzer, Michael J., (2003)