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person:"Warnock, Francis E."
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Investment management and financial management"
~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor"
~person:"Ang, Andrew"
~person:"Asness, Cliff"
~person:"Kolm, Petter N."
~person:"Markowitz, Harry"
~subject:"Portfolio selection"
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Portfolio selection
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Warnock, Francis E.
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European journal of operational research : EJOR
Investment management and financial management
Journal of investment management : JOIM
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
13
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International finance discussion papers
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The Frank J. Fabozzi series
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Columbia Business School Research Paper
5
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4
Netspar Discussion Paper
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3
The theory and practice of investment management
3
FRB International Finance Discussion Paper
2
Journal de la Société de Statistique de Paris
2
Journal of international economics
2
Monograph / Cowles Foundation for Research in Economics, Yale University
2
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2
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2
The review of financial studies
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Variations in economic analysis : essays in honor of Eli Schwartz
2
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1
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
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Bundesbank Series 1 Discussion Paper
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Climate investing : new strategies and implementation challenges
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Financial analysts journal : FAJ
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Financial analysts' journal : FAJ
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Financial services review : the journal of individual financial management
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Finanzmarkt und Portfolio-Management
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Frank J. Fabozzi Ser
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Frank J. Fabozzi series
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IMF working paper
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IMF working papers
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Interfaces : the INFORMS journal on the practice of operations research
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International journal of forecasting
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ECONIS (ZBW)
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1
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
2
What happens with more funds than stocks? Analysis of crowding in style factors and individual equities
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
;
Ang, Andrew
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 4-28
Persistent link: https://www.econbiz.de/10012815028
Saved in:
3
Multi-period portfolio selection : a practical simulation-based framework
Blay, Kenneth
;
Ghosh, Anish
;
Kusiak, Steven
;
Markowitz, …
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 94-129
Persistent link: https://www.econbiz.de/10012589468
Saved in:
4
Constructing mean variance efficient frontiers using foreign large blend mutual funds
Xu, Ganlin
;
Markowitz, Harry
;
Wang, Minyee
;
Guerard, …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 315-329)
.
2017
Persistent link: https://www.econbiz.de/10011603265
Saved in:
5
Market timing : sin a little resolving the valuation timing puzzle
Asness, Cliff
;
Ilmanen, Antti
;
Maloney, Thomas
- In:
Journal of investment management : JOIM
15
(
2017
)
3
,
pp. 23-40
Persistent link: https://www.econbiz.de/10011914783
Saved in:
6
Tax-cognizant portfolio analysis : a methodology for maximizing after-tax wealth
Blay, Kenneth A.
;
Markowitz, Harry
- In:
Journal of investment management : JOIM
14
(
2016
)
1
,
pp. 26-64
Persistent link: https://www.econbiz.de/10011691127
Saved in:
7
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
Saved in:
8
Investing with style
Asness, Cliff
;
Ilmanen, Antti
;
Israel, Ronen
; …
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 27-63
Persistent link: https://www.econbiz.de/10011635183
Saved in:
9
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
Saved in:
10
Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
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