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Assessing the merits of rank-based optimization for portfolio construction
Hwang, Soosung; Satchell, Stephen; Wright, Stephen M. - In: Advances in portfolio construction and implementation, (pp. 269-289). 2003
Persistent link: https://www.econbiz.de/10001771118
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Generalized mean-variance analysis and robust portfolio diversification
Wright, Stephen M.; Satchell, Stephen - In: Advances in portfolio construction and implementation, (pp. 40-54). 2003
Persistent link: https://www.econbiz.de/10001771094
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Some exact results for efficient portfolios with given returns
Hillier, Grant H.; Satchell, Stephen - In: Advances in portfolio construction and implementation, (pp. 310-325). 2003
Persistent link: https://www.econbiz.de/10001771123