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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

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

A simple model for pricing securities with a debt-equity linkage

Das, Sanjiv R. - In: Innovations in investment management : cutting edge …, (pp. 85-111). 2008

Persistent link: https://www.econbiz.de/10003748869

Behavioral asset pricing : asset pricing for normal people

Statman, Meir - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 5-9

Persistent link: https://www.econbiz.de/10011877397

L' histoire de la finance moderne

Markowitz, Harry - In: Journal de la Société de Statistique de Paris 133 (1992) 4, pp. 13-33

Persistent link: https://www.econbiz.de/10001330882

The "two beta" trap : it lies in differing but specific assumptions about what beliefs investors do and do not hold

Markowitz, Harry - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 12-20

Persistent link: https://www.econbiz.de/10001114322

Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils : journée d'étude ..., Paris, jeudi 26 mars 1992 ..., Paris

Markowitz, Harry (contributor) - In: Journal de la Société de Statistique de Paris 133 (1992) 4

Persistent link: https://www.econbiz.de/10001141244

A portfolio of Nobel laureates : Markowitz, Miller and Sharpe

Varian, Hal R. - In: The journal of economic perspectives : EP ; a journal … 7 (1993) 1, pp. 159-169

Persistent link: https://www.econbiz.de/10001142223

A Non-Normal Principal Components Model for Security Returns

Gerber, Sander - 2019

We introduce a principal components model for securities' returns. The components are non-normal, exhibiting significant skewness and kurtosis. The model can explain a large proportion of the variance of the securities' returns with only one or two components. Third and higher-order components...

Persistent link: https://www.econbiz.de/10012890717

Risk-return analysis ; Vol. 1

Markowitz, Harry - 2014

Persistent link: https://www.econbiz.de/10010191163