//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of investment management : JOIM"
~person:"Menchero, Jose"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
6
Correlation
3
Korrelation
3
Theorie
3
Theory
3
Analysis of variance
2
Estimation theory
2
Schätztheorie
2
Varianzanalyse
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Diversification
1
Factor analysis
1
Factor misalignment
1
Faktorenanalyse
1
Forecasting model
1
Kapitaleinkommen
1
Linear algebra
1
Lineare Algebra
1
Mathematical programming
1
Mathematische Optimierung
1
Mean-variance optimization
1
Portfolio construction
1
Portfolio optimization
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Sampling
1
Shrinkage
1
Statistical error
1
Statistischer Fehler
1
Stichprobenerhebung
1
Volatility
1
Volatilität
1
alpha estimation
1
breadth
1
correlation matrices
1
covariance matrices
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Menchero, Jose
Lo, Andrew W.
6
Bhansali, Vineer
4
Levy, Moshe
4
Muralidhar, Arun S.
4
Das, Sanjiv R.
3
Goldberg, Lisa
3
Ilmanen, Antti
3
Ang, Andrew
2
Asness, Cliff
2
Bednarek, Ziemowit
2
Blay, Kenneth
2
Brown, Keith C.
2
Chaudhuri, Shomesh
2
Esch, David N.
2
Fink, Jason D.
2
Fink, Kristin E.
2
Franz, Richard
2
Harlow, W. V.
2
Hsu, Jason C.
2
Israel, Ronen
2
Ji, Lei
2
Kalotay, Andrew J.
2
Kim, Seoyoung
2
Kritzman, Mark
2
Levy, Haim
2
Livnat, Joshua
2
Malkiel, Burton G.
2
Markowitz, Harry
2
Michaud, Richard O.
2
Michaud, Robert O.
2
Moskowitz, Tobias J.
2
Ooi, Yao Hua
2
Ostrov, Daniel
2
Patel, Pratish
2
Pedersen, Lasse Heje
2
Radhakrishnan, Anand
2
Shimizu, Masahito
2
Srivastav, Deep
2
Stein, Roger M.
2
more ...
less ...
Published in...
All
Journal of investment management : JOIM
MSCI Barra Research Paper
2
The journal of portfolio management : a publication of Institutional Investor
2
Financial analysts' journal : FAJ
1
Journal of risk
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->