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Forecasting the return and risk on a portfolio of assets

Meade, Nigel - In: International journal of forecasting 9 (1993) 3, pp. 373-386

Persistent link: https://www.econbiz.de/10001159386

Developing a multinational index fund

Meade, Nigel - In: Modelling reality and personal modelling, (pp. 238-252). 1993

Persistent link: https://www.econbiz.de/10001282554

The selection of multinational equity portfolios : forecasting models and estimation risk

Meade, Nigel; Salkin, Gerry R. - In: The European journal of finance 6 (2000) 3, pp. 259-279

Persistent link: https://www.econbiz.de/10001526124

Absolute return portfolios

Valle, Cristiano Arbex; Meade, Nigel; Beasley, John E. - In: Omega : the international journal of management science 45 (2014), pp. 20-41

Persistent link: https://www.econbiz.de/10010258699

Factor neutral portfolios

Valle, Cristiano A.; Meade, Nigel; Beasley, John E. - In: OR spectrum : quantitative approaches in management 37 (2015) 4, pp. 843-867

Persistent link: https://www.econbiz.de/10011350637

Using parametric classification trees for model selection with applications to financial risk management

Adcock, C. J.; Meade, Nigel - In: European journal of operational research : EJOR 259 (2017) 2, pp. 746-765

Persistent link: https://www.econbiz.de/10011661808

Quantitative portfolio selection : using density forecasting to find consistent portfolios

Meade, Nigel; Beasley, John E.; Adcock, C. J. - In: European journal of operational research : EJOR 288 (2021) 3, pp. 1053-1067

Persistent link: https://www.econbiz.de/10012387456

The other renewable : hydropower upgrades and renewable portfolio standards

Fleten, Stein-Erik; Mauritzen, Johannes; Ullrich, Carl J. - In: The energy journal 39 (2018) 2, pp. 197-217

Persistent link: https://www.econbiz.de/10011825438

Dynamic hedging for the real option management of hydropower production with exchange rate risks

Dimoski, Joakim; Fleten, Stein-Erik; Löhndorf, Nils; … - In: OR spectrum : quantitative approaches in management 45 (2023) 2, pp. 525-554

Persistent link: https://www.econbiz.de/10014326903

Quantitative Portfolio Selection : Using Density Forecasting to Find Consistent Portfolios

Meade, N. - 2019

In the knowledge that the ex-post performance of Markowitz efficient portfolios is inferior to that implied ex-ante, we make two contributions to the portfolio selection literature. Firstly, we propose a methodology to identify the region of risk-expected return space where ex-post performance...

Persistent link: https://www.econbiz.de/10012864171