Search Results - person:"Trippi, Robert R." - EconBiz

A Note on Dynamic Investment Strategies and Mean-Variance Dominance of the Constant-Mix Rule

Trippi, Robert R. - 2011

This note discusses several often overlooked properties of the constant-mix dynamic asset allocation rule. The mean- variance dominance of two-asset CM portfolios relative to buy-and-hold portfolios makes the inclusion of CM subportfolios a potentially useful tool for managing the levels of risk...

Persistent link: https://www.econbiz.de/10012757489

Regularities in volatility and the price of risk following large stock market movements in the US and Japan

Kane, Alex; Lehmann, Bruce Neal; Trippi, Robert R. - In: Journal of international money and finance 19 (2000) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001452585

Regularities in volatility and the price of risk following large stock market movements in the US and Japan

Kane, Alex; Lehmann, Bruce N.; Trippi, Robert R. - In: Journal of International Money and Finance 19 (2000) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10005339397

Regularities in volatility and the price of risk following large stock market movements in the US and Japan

Kane, Alex; Lehmann, Bruce N.; Trippi, Robert R. - In: Journal of international money and finance 19 (2000) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10006909959

THE PROFESSION - The Valuation of Security Analysis - Active portfolio management is commonly partitioned into two types of activities: Market timing, which requires forecasts of broad-based market movements, and security analysis, which requires the selection of individual stocks that are perceived to be underpriced by the market. Robert Merton and others have provided an insightful and easily ...

Kane, Alex; Marcus, Alan J.; Trippi, Robert R. - In: The journal of portfolio management : a publication of … 25 (1999) 3, pp. 25-38

Persistent link: https://www.econbiz.de/10007340564

Artificial intelligence in finance & investing : state of the art technologies for securities selection and portfolio management

Trippi, Robert R.; Lee, Jae Kyu - 1996 - Rev. ed.

Persistent link: https://www.econbiz.de/10004260803

Neural networks in finance and investing : using artificial intelligence to improve real-world performance

Trippi, Robert R. (contributor) - 1996 - [2.], rev. ed.

Persistent link: https://www.econbiz.de/10004312808

The AIM Game: Learning Investment Management Principles through Monte Carlo Simulation

Trippi, Robert R. - In: Interfaces : the INFORMS journal on the practice of … 26 (1996) 3, pp. 66-76

Persistent link: https://www.econbiz.de/10006318488

Chaos & nonlinear dynamics in the financial markets : theory, evidence and applications

Trippi, Robert R. (ed.) - 1995

Persistent link: https://www.econbiz.de/10000544254

Chaos & nonlinear dynamics in the financial markets : theory, evidence and applications

Trippi, Robert R. (contributor) - 1995

Persistent link: https://www.econbiz.de/10004261136

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