Narrow search
Showing 1 - 6 of 6
Cover Image
1/N versus mean-variance : what if we can forecast?
Allen, David; Lizieri, Colin; Satchell, Stephen - 2012
Persistent link: https://www.econbiz.de/10009667154
Cover Image
Quantifying the non-Gaussian gain
Allen, David; Satchell, Stephen; Lizieri, Colin - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Cover Image
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.; Esch, David N.; Michaud, Robert O. - In: Financial analysts journal : FAJ 76 (2020) 2, pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Cover Image
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David; Lizieri, Colin; Satchell, Stephen - In: Financial analysts journal : FAJ 76 (2020) 2, pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Cover Image
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David; Lizieri, Colin; Satchell, Stephen - In: Journal of empirical finance 58 (2020), pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Cover Image
In defense of portfolio optimization : what if we can forecast?
Allen, David; Lizieri, Colin; Satchell, Stephen - In: Financial analysts journal : FAJ 75 (2019) 3, pp. 20-38
Persistent link: https://www.econbiz.de/10012195894