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Variance spillover and skewnes...
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Turtle, Harry J.
9
Korkie, Bob
8
Sivakumar, Ranjini
6
Turtle, Harry
3
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2
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2
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3
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1
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OLC EcoSci
ECONIS (ZBW)
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The dual contributions of information instruments in return models: magnitude and direction predictability
Korkie, Bob
;
Sivakumar, Ranjini
;
Turtle, Harry
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 511-524
Persistent link: https://www.econbiz.de/10007234574
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2
Variance Spillover and Skewness in Financial Asset Returns
Korkie, Bob
;
Sivakumar, Ranjini
;
Turtle, Harry J.
- In:
The financial review : the official publication of the …
41
(
2006
)
1
,
pp. 139
Persistent link: https://www.econbiz.de/10005918641
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3
PORTFOLIO MEASUREMENT - What's a Portfolio Manager Worth?
Korkie, Robert M.
;
Turtle, Harry J.
- In:
The journal of portfolio management : a publication of …
28
(
2002
)
2
,
pp. 65-74
Persistent link: https://www.econbiz.de/10006561341
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4
Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices
Turtle, Harry
;
Buse, Adolf
;
Korkie, Bob
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10006710014
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5
A Mean-Variance Analysis of Self-Financing Portfolios
Korkie, Bob
;
Turtle, Harry J.
- In:
Management science : journal of the Institute for …
48
(
2002
)
3
,
pp. 427-443
Persistent link: https://www.econbiz.de/10006087612
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6
A contingent claim analysis of closed-end fund premia
Korkie, Bob
;
Nakamura, Mansao
;
Turtle, Harry J.
- In:
International review of financial analysis
10
(
2001
)
4
,
pp. 365-394
Persistent link: https://www.econbiz.de/10007169798
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7
Measuring performance in a dynamic world: Conditional mean–variance fundamentals
Jha, Ranjini
;
Korkie, Bob
;
Turtle, Harry J.
- In:
Journal of banking & finance
33
(
2009
)
10
,
pp. 1851-1859
Persistent link: https://www.econbiz.de/10008285695
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8
Measuring performance in a dynamic world: Conditional mean–variance fundamentals
Jha, Ranjini
;
Korkie, Bob
;
Turtle, Harry J.
- In:
Journal of banking & finance
33
(
2009
)
10
,
pp. 1851-1860
Persistent link: https://www.econbiz.de/10008882515
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9
A Note on the Analytics and Geometry of Limiting Mean-Variance Investment Opportunity Sets
Korkie, Bob
;
Turtle, Harry J.
- In:
Review of quantitative finance and accounting
9
(
1997
)
3
,
pp. 289-300
Persistent link: https://www.econbiz.de/10007196813
Saved in:
10
A study on implicit feedback in multicriteria e-commerce recommender system
Palanivel, K.
;
Sivakumar, R.
- In:
Journal of electronic commerce research : JECR
11
(
2010
)
2
,
pp. 140-156
Persistent link: https://www.econbiz.de/10009889455
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