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Search: subject:"Mean–variance efficient"
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Portfolio-Management
15
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4
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mean-variance efficient portfolio
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cost and factor portfolios
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Asutay, Mehmet
3
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2
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2
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2
Mansur Masih
2
Obiyathulla Ismath Bacha
2
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2
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ECONIS (ZBW)
14
RePEc
5
EconStor
1
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1
Joint estimation of conditional mean and covariance for unbalanced panels
Filipović, Damir
;
Schneider, Paul
-
2024
Persistent link: https://www.econbiz.de/10015117937
Saved in:
2
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
3
Risk reduction and efficiency increase in large portfolios : gross-exposure constraints and shrinkage of the covariance matrix
Zhao, Zhao
;
Ledoit, Olivier
;
Jiang, Hui
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 73-105
Persistent link: https://www.econbiz.de/10013542850
Saved in:
4
CAPM and asset pricing
Lai, Tsong-yue
;
Stohs, Mark Hoven
- In:
International journal of business
26
(
2021
)
4
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012814395
Saved in:
5
Portfolio selection by the axiom of choice : post mean-variance analysis
Yoon, K. Paul
;
Sedaghat, Mohammad
;
Kim, Gyutai
- In:
International journal of operations and quantitative …
26
(
2020
)
4
,
pp. 303-318
Persistent link: https://www.econbiz.de/10012491360
Saved in:
6
What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?
Kwan, Clarence C. Y.
- In:
Financial markets and portfolio management
32
(
2018
)
1
,
pp. 77-110
Persistent link: https://www.econbiz.de/10011951792
Saved in:
7
Production with risk hedging : optimal policy and efficient frontier
Wang, Liao
;
Yao, David D.
- In:
Operations research
65
(
2017
)
4
,
pp. 1095-1113
Persistent link: https://www.econbiz.de/10011739192
Saved in:
8
Leverage versus volatility : evidence from the capital structure of European firms
Alaoui, Abdelkader O. el
;
Obiyathulla Ismath Bacha
; …
- In:
Economic modelling
62
(
2017
),
pp. 145-160
Persistent link: https://www.econbiz.de/10011813362
Saved in:
9
Store brand introduction in a two-echelon logistics system with a risk-averse retailer
Cui, Qinquan
;
Chiu, Chun-Hung
;
Dai, Xin
;
Li, Zhongfei
- In:
Transportation research / E : an international journal
90
(
2016
),
pp. 69-88
Persistent link: https://www.econbiz.de/10011497801
Saved in:
10
Effectiveness of earnings forecasts in efficient global portfolio construction
Xia, Hui
;
Min, Xinyu
;
Deng, Shijie
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 568-574
Persistent link: https://www.econbiz.de/10011474407
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