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Growth versus security in dynamic investment analysis
MacLean, Leonard C. - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1562-1585
Persistent link: https://www.econbiz.de/10001135944
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Value versus growth in dynamic equity investing
Blazenko, George W.; Fu, Yufen - In: Managerial finance 39 (2013) 3, pp. 272-305
Persistent link: https://www.econbiz.de/10009727847
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Normative portfolio theory
Fu, Yufen; Blazenko, George W. - In: International review of financial analysis 52 (2017), pp. 240-251
Persistent link: https://www.econbiz.de/10011868748
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Normative Portfolio Theory
Fu, Yufen - 2017
In this paper, we correct the adverse impact of estimation risk on both portfolio weights and performance with two new equity allocation methods we implement with estimation-free and estimated ex-ante returns. Portfolios with estimation-free ex-ante returns and systematic-to-unsystematic risk...
Persistent link: https://www.econbiz.de/10012972763
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Ethical investing has no portfolio performance cost
Fu, Yufen; Wright, Danika; Blazenko, George W. - In: Research in international business and finance 52 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012543337
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Homeownership as a constraint on asset allocation
Cauley, Stephen Day; Pavlov, Andrey D.; Schwartz, Eduardo S. - In: The journal of real estate finance and economics 34 (2007) 3, pp. 283-311
Persistent link: https://www.econbiz.de/10003491276