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Should gold be included in institutional investment portfolios?

Emmrich, Ole; McGroarty, Francis - In: Applied financial economics 23 (2013) 19/21, pp. 1553-1565

Persistent link: https://www.econbiz.de/10010259354

The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers

Lai, Syouching; Li, Hungchih - In: Applied financial economics 18 (2008) 4/6, pp. 483-499

Persistent link: https://www.econbiz.de/10003739183

Achieving superior performance with the Morningsstar's Tortoise and Hare portfolios

Kenny, Peppi M.; Johnson, Don T.; Kunkel, Robert A. - In: Applied financial economics 23 (2013) 22/24, pp. 1865-1870

Persistent link: https://www.econbiz.de/10010337246

Do alternative UCITS deliver what they promise? : a comparison of alternative UCITS and hedge funds

Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: Applied financial economics 24 (2014) 13/15, pp. 949-965

Persistent link: https://www.econbiz.de/10010415991

The private cost of socially responsible investing

Diltz, J. David - In: Applied financial economics 5 (1995) 2, pp. 69-77

Persistent link: https://www.econbiz.de/10001181322

Multiperiod dynamic investment for a generalized situation

Huang, Hung-hsi; Jou, David G. - In: Applied financial economics 19 (2009) 19/21, pp. 1761-1766

This study aims to demonstrate the optimal multiperiod dynamic asset allocation for a generalized situation and enable the investor to maximize his expected terminal wealth utility. Previous researches solved this problem constrained by the investor's utility function, the asset return...

Persistent link: https://www.econbiz.de/10003904324