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~subject:"Portfolio selection"
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Portfolio selection
Portfolio-Management
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ECONIS (ZBW)
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Normality, solvency, and portfolio choice
Grauer, Robert R.
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
3
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001012669
Saved in:
2
Beta in linear risk tolerance economies
Grauer, Robert R.
- In:
Management science : journal of the Institute for …
31
(
1985
)
11
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10001015549
Saved in:
3
Limiting losses may be injurious to your wealth
Grauer, Robert R.
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
Saved in:
4
Benchmarking measures of investment perfomance with perfect-foresight and bankrupt asset allocation strategies
Grauer, Robert R.
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003769555
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5
Do constraints improve portfolio performance?
Grauer, Robert R.
;
Shen, Frederick C.
- In:
Journal of banking & finance
24
(
2000
)
8
,
pp. 1253-1274
Persistent link: https://www.econbiz.de/10001491416
Saved in:
6
Historical returns on portfolios of stocks, bonds, and bills, with and without small stocks
Hakansson, Nils Hemming
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
3
(
1985
)
2
,
pp. 885-900
Persistent link: https://www.econbiz.de/10001009791
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7
A half century of returns on levered and unlevered portfolios of stocks, bonds, and bills, with and without small stocks
Grauer, Robert R.
- In:
The journal of business : B
59
(
1986
)
2
,
pp. 287-318
Persistent link: https://www.econbiz.de/10001010462
Saved in:
8
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
Saved in:
9
On the sensitivity of mean-variance-efficient portfolios to changes in asset means : some analytical and computational results
Best, Michael J.
- In:
The review of financial studies
4
(
1991
)
2
,
pp. 315-342
Persistent link: https://www.econbiz.de/10001109997
Saved in:
10
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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