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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~person:"Jacobs, Bruce I."
~type_genre:"Aufsatz in Zeitschrift"
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Jacobs, Bruce I.
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The journal of portfolio management : a publication of Institutional Investor
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Traditional optimization is not optimal for leverage-averse investors
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 30-40
Persistent link: https://www.econbiz.de/10010365121
Saved in:
2
Smart beta versus smart alpha
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
4
,
pp. 4-7
Persistent link: https://www.econbiz.de/10010487102
Saved in:
3
Introducing leverage aversion into portfolio theory and practice
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009708229
Saved in:
4
A comparison of the mean-variance-leverage optimization model and the Markowitz general mean-variance
portfolio
selection
model
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10010246312
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