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Positively weighted minimum-variance portfolios and the structure of asset expected returns
Best, Michael J. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 513-537
Persistent link: https://www.econbiz.de/10001137817
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Sensitivity analysis for mean-variance portfolio problems
Best, Michael J. - In: Management science : journal of the Institute for … 37 (1991) 8, pp. 980-989
Persistent link: https://www.econbiz.de/10001113427
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Loss-aversion with kinked linear utility functions
Best, Michael J.; Grauer, Robert R.; Hlouskova, Jaroslava; … - In: Computational economics 44 (2014) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10010396232