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Portfolios for investors who want to reach their goals while staying on the mean-variance efficient frontier

Das, Sanjiv; Markowitz, Harry; Scheid, Jonathan; … - In: The journal of wealth management 14 (2011/12) 2, pp. 25-31

Persistent link: https://www.econbiz.de/10009886672

Portfolio optimization with mental accounts

Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 311-334

Persistent link: https://www.econbiz.de/10003990687

Portfolios for investors who want to reach their goals while staying on the mean-variance efficient frontier

Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: The journal of wealth management 14 (2011/12) 2, pp. 25-31

Persistent link: https://www.econbiz.de/10009295781

A personal tribute to Professor Harry Markowitz on the occasion of the JOIM special achievement award

Fong, H. Gifford; Das, Sanjiv R.; Leibowitz, Martin L.; … - In: Journal of investment management : JOIM 18 (2020) 4, pp. 6-13

Persistent link: https://www.econbiz.de/10012589176

Measuring the Benefits of Diversification and the Performance of Money Managers

Statman, Meir - 2015

While correlation is the common measure of the benefits of diversification, it is not a good measure. This is for two reasons. First, the benefits of diversification depend not only on the correlations between stock returns but also on the standard deviations of stock returns. Second,...

Persistent link: https://www.econbiz.de/10013038479

Options and structured products in behavioral portfolios

Das, Sanjiv R.; Statman, Meir - In: Journal of economic dynamics & control 37 (2013) 1, pp. 137-153

Persistent link: https://www.econbiz.de/10009703606

God, ants and Thomas Bayes

Markowitz, Harry - In: The American economist : journal of Omnicron Delta … 55 (2010) 2, pp. 5-13

Persistent link: https://www.econbiz.de/10009006989

Correlation, return gaps, and the benefits of diversification

Stratman, Meir; Scheid, Jonathan - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 132-139

Persistent link: https://www.econbiz.de/10003727660

Mean-variance approximations to expected utility

Markowitz, Harry - In: European journal of operational research : EJOR 234 (2014) 2, pp. 346-355

Persistent link: https://www.econbiz.de/10010356759

Portfolio selection

Markowitz, Harry - In: The journal of finance : the journal of the American … 7 (1952) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10003818663