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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance research letters"
~person:"Boudt, Kris"
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Portfolio-Management
Portfolio selection
3
Theorie
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Theory
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Anlageverhalten
1
Behavioural finance
1
Betriebliche Kennzahl
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Bootstrap approach
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Bootstrap test
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Capital income
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Factor models
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Financial investment
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Financial ratio
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Hedge fund
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Hedgefonds
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Higher order comoments
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Investor risk limit
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Kapitalanlage
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Kapitaleinkommen
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Modified Sharpe ratio
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Musharakah
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Non-normal returns
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Performance measurement
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Performance-Messung
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Performance-sharing optimization
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Boudt, Kris
Božović, Miloš
2
Castañeda, Pablo
2
Chen, Jingnan
2
Csóka, Péter
2
Hodoshima, Jiro
2
Jang, Bong-Gyu
2
Kim, Jang Ho
2
Ko, Hyungjin
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Lee, Jaewook
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Mu, Congming
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Wang, Yan
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Xiong, Xiong
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Yang, Jinqiang
2
Afik, Zvika
1
Aharon, David Y.
1
Albrecht, Peter
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Anh Duy Nguyen
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Ardakani, Omid M.
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Asano, Takao
1
Aw, Grace
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Aydin, Nezir
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Basu, Anup K.
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Baur, Dirk G.
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Bawa, Jaslene Kaur
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Bazán-Palomino, Walter
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Bednarek, Ziemowit
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Belbachir, Mohammadine
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Bellu, Mirko
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Berentsen, Geir Drage
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Bian, Wenlong
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Finance research letters
Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Performance-sharing optimization by risk-constrained equity investors
Boudt, Kris
;
Khokhar, Mulazim-Ali
- In:
Finance research letters
38
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012490566
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2
Testing equality of modified Sharpe ratios
Ardia, David
;
Boudt, Kris
- In:
Finance research letters
13
(
2015
),
pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
Saved in:
3
Higher order comoments of multifactor models and asset allocation
Boudt, Kris
;
Lu, Wanbo
;
Peeters, Benedict
- In:
Finance research letters
13
(
2015
),
pp. 225-233
Persistent link: https://www.econbiz.de/10011552528
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