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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"Journal of economic dynamics & control"
~person:"Baptista, Alexandre M."
~person:"Schwartz, Eduardo S."
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Portfolio-Management
Portfolio selection
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1965-1999
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Baptista, Alexandre M.
Schwartz, Eduardo S.
Munk, Claus
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Annals of finance
Journal of economic dynamics & control
Handbook of heavy tailed distributions in finance
3
Journal of banking & finance
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Mathematical methods of operations research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Finanzmarkt und Portfolio-Management
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Journal of financial intermediation
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Journal of monetary economics
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ECONIS (ZBW)
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Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
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2
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
3
Economic implications of using a mean-VaR model for portfolio selection : a comparison with mean-variance analysis
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001656074
Saved in:
4
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
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