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A note on calculating portfolio variance with squares and rectangles
Arnold, Tom - In: Journal of financial education 45 (2019) 1, pp. 88-93
Persistent link: https://www.econbiz.de/10012654493
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Do ADRs enhance portfolio performance for a domestic portfolio? : evidence from the 1990s
Arnold, Tom; Nail, Lance; Nixon, Terry D. - In: Research in international business and finance 18 (2004) 3, pp. 341-359
Persistent link: https://www.econbiz.de/10003396301
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The Minimum Variance Portfolio, the Tangency Portfolio, and the Associated Matrix Algebra
Arnold, Tom - 2020
The matrix algebra associated with finding minimum variance portfolio weights and tangency portfolio weights is greatly simplified by using an Excel presentation. A further simplification of the tangency portfolio weights process is also presented using excess returns for the risky securities....
Persistent link: https://www.econbiz.de/10012833348
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Endowment asset allocations : insights and strategies
Arnold, Tom; Earl, John H.; Farizo, Joseph; North, David - In: The journal of asset management : a major new, … 25 (2024) 4, pp. 349-368
Persistent link: https://www.econbiz.de/10014583470
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Negative beta equity securities as insurance
Arnold, Tom; Nixon, Terry D. - In: The journal of wealth management : JWM 24 (2022) 4, pp. 69-73
Persistent link: https://www.econbiz.de/10013177328