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person:"Warnock, Francis E."
~isPartOf:"Financial analysts' journal : FAJ"
~isPartOf:"Investment management and financial management"
~isPartOf:"Journal of investment management : JOIM"
~person:"Dym, Steven I."
~person:"Markowitz, Harry"
~person:"Menchero, Jose"
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Portfolio selection
13
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2
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Warnock, Francis E.
Dym, Steven I.
Markowitz, Harry
Menchero, Jose
Fabozzi, Frank J.
8
Ibbotson, Roger G.
6
Lo, Andrew W.
6
Goldberg, Lisa
5
Idzorek, Thomas M.
5
Xiong, James X.
5
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Jacobs, Bruce I.
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4
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4
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4
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3
Bodie, Zvi
3
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3
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3
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3
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3
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3
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2
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2
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Financial analysts' journal : FAJ
Investment management and financial management
Journal of investment management : JOIM
International finance discussion papers
10
NBER working paper series
7
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6
Working paper / National Bureau of Economic Research, Inc.
6
The journal of portfolio management : a publication of Institutional Investor
4
Journal of international money and finance
3
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European journal of operational research : EJOR
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MSCI Barra Research Paper
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Monograph / Cowles Foundation for Research in Economics, Yale University
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
2
The journal of finance : the journal of the American Finance Association
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Variations in economic analysis : essays in honor of Eli Schwartz
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Managerial multiple objective optimization
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
13
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1
Advances in estimating covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 60-80
Persistent link: https://www.econbiz.de/10013041084
Saved in:
2
Correlation shrinkage : implications for risk forecasting
Menchero, Jose
;
Li, Peng
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 92-108
Persistent link: https://www.econbiz.de/10012589102
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
Portfolio optimization with noisy covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
17
(
2019
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10012254261
Saved in:
5
Rethinking the fundamental law of active management
Menchero, Jose
- In:
Journal of investment management : JOIM
15
(
2017
)
2
,
pp. 92-107
Persistent link: https://www.econbiz.de/10011700691
Saved in:
6
Factor misalignment and portfolio construction
Menchero, Jose
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10011690869
Saved in:
7
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:
8
Efficiently combining multiple sources of alpha
Menchero, Jose
;
Lee, Jyh-Huei
- In:
Journal of investment management : JOIM
13
(
2015
)
4
,
pp. 71-86
Persistent link: https://www.econbiz.de/10011640362
Saved in:
9
Improving risk forecasts for optimized portfolio
Menchero, Jose
;
Wang, Jun
;
Orr, D. J.
- In:
Financial analysts' journal : FAJ
68
(
2012
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10009680624
Saved in:
10
Portfolio selection
Fabozzi, Frank J.
;
Markowitz, Harry
;
Gupta, Francis
-
2008
Persistent link: https://www.econbiz.de/10003764397
Saved in:
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