Narrow search
Showing 41 - 50 of 179
Cover Image
Operationalizing safety first portfolio selection using extreme value theory
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - 1995
Persistent link: https://www.econbiz.de/10000909287
Cover Image
Mean-variance pricing and risk preferences
Mercurio, Fabio - 1996
Persistent link: https://www.econbiz.de/10000932106
Cover Image
The mean-variance model with capital controls and expectations formation : a test on German portfolio data
Jansen, Willem Jos - 1995
Persistent link: https://www.econbiz.de/10000915603
Cover Image
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis; Lucas, André; Dijk, Ronald van - 1995
Persistent link: https://www.econbiz.de/10000922344
Cover Image
Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G. - 1999 - Rev.
Persistent link: https://www.econbiz.de/10001375090
Cover Image
Growth versus security in dynamic investment analysis
MacLean, Leonard C. - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1562-1585
Persistent link: https://www.econbiz.de/10001135944
Cover Image
Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming - In: Management science : journal of the Institute for … 35 (1989) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
Cover Image
On optimal production and the market to book ratio given limited shareholder diversification
Conine, Thomas E. - In: Management science : journal of the Institute for … 35 (1989) 8, pp. 1004-1013
Persistent link: https://www.econbiz.de/10001068903
Cover Image
A minimum variance result in continuous trading portfolio optimization
Richardson, Henry R. - In: Management science : journal of the Institute for … 35 (1989) 9, pp. 1045-1055
Persistent link: https://www.econbiz.de/10001074239
Cover Image
Portfolio choices in the presence of other risks
Finkelshtain, Israel - In: Management science : journal of the Institute for … 39 (1993) 8, pp. 925-936
Persistent link: https://www.econbiz.de/10001147674