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Symmetry and order in the portfolio allocation problem
Lapan, Harvey E., (2002)
Correlation Ambiguity and Under-Diversification
Liu, Jun, (2017)
On the exact distribution of the estimated EU portfolio weights : theory and applications
Bodnar, Taras, (2009)
Idiosyncratic risk does not matter : a re-examination of the relationship between average returns and average volatilities
Wei, Steven X., (2005)
Why did individual stocks become more volatile?
Zhang, Chu, (2006)
A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu, (2010)