Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation
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References listed on IDEAS
- Gordon,Robert J., 2004. "Productivity Growth, Inflation, and Unemployment," Cambridge Books, Cambridge University Press, number 9780521531429, March.
- Dale W. Jorgenson, 2001. "Information Technology and the U.S. Economy," American Economic Review, American Economic Association, vol. 91(1), pages 1-32, March.
- Gordon,Robert J., 2004. "Productivity Growth, Inflation, and Unemployment," Cambridge Books, Cambridge University Press, number 9780521800082, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Radovanov Boris & Marcikić Aleksandra, 2014. "Testing The Performance Of The Investment Portfolio Using Block Bootstrap Method," Economic Themes, De Gruyter Open, vol. 52(2), pages 166-183, June.
- Tu, Jun & Zhou, Guofu, 2011. "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," Journal of Financial Economics, Elsevier, vol. 99(1), pages 204-215, January.
- Billio, Monica & Caporin, Massimiliano & Costola, Michele, 2015.
"Backward/forward optimal combination of performance measures for equity screening,"
The North American Journal of Economics and Finance,
Elsevier, vol. 34(C), pages 63-83.
- Monica Billio & Massimiliano Caporin & Michele Costola, 2012. "Backward/forward optimal combination of performance measures for equity screening," Working Papers 2012_13, Department of Economics, University of Venice "Ca' Foscari".
- Peralta, Gustavo & Zareei, Abalfazl, 2016. "A network approach to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 157-180.
- Zhang, Zhichao & Chau, Frankie & Xie, Li, 2012. "Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach," MPRA Paper 43654, University Library of Munich, Germany.
- Castro, F. & Gago, J. & Hartillo, I. & Puerto, J. & Ucha, J.M., 2011. "An algebraic approach to integer portfolio problems," European Journal of Operational Research, Elsevier, vol. 210(3), pages 647-659, May.
- Qian, Hang, 2011. "Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model," MPRA Paper 35561, University Library of Munich, Germany.
- Zura Kakushadze & Willie Yu, 2017. "Notes on Fano Ratio and Portfolio Optimization," Papers 1711.10640, arXiv.org.
- Ban Kawas & Aurelie Thiele, 2017. "Log-robust portfolio management with parameter ambiguity," Computational Management Science, Springer, vol. 14(2), pages 229-256, April.
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