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Market risk, size, style, momentum, and dividends : US equities
Gupta, Francis, (2012)
Financial market risk and gold investment in an emerging market : the case of Malaysia
Ibrahim, Mansor Haji, (2012)
A multi-index GARCH approach on the impact of risk factors on the returns and volatility of banking stocks in India
Tanima Niyogi Sinha Roy, (2011)
Generalized mean-variance analysis and robust portfolio diversification
Wright, Stephen M., (2003)
Assessing the merits of rank-based optimization for portfolio construction
Hwang, Soosung, (2003)
Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M., (2002)