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person:"Warnock, Francis E."
~isPartOf:"Investment management and financial management"
~isPartOf:"Journal of investment management : JOIM"
~person:"Ang, Andrew"
~person:"Markowitz, Harry"
~person:"Menchero, Jose"
~subject:"Portfolio selection"
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Portfolio selection
Portfolio-Management
11
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2
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Warnock, Francis E.
Ang, Andrew
Markowitz, Harry
Menchero, Jose
Fabozzi, Frank J.
7
Lo, Andrew W.
6
Bhansali, Vineer
4
Levy, Moshe
4
Muralidhar, Arun S.
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3
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Investment management and financial management
Journal of investment management : JOIM
NBER working paper series
16
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13
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11
International finance discussion papers
10
The journal of portfolio management : a publication of Institutional Investor
7
Columbia Business School Research Paper
5
The journal of portfolio management : JPM
5
Netspar Discussion Paper
4
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3
Journal of international money and finance
3
The Frank J. Fabozzi series
3
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3
European journal of operational research : EJOR
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Journal de la Société de Statistique de Paris
2
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2
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Monograph / Cowles Foundation for Research in Economics, Yale University
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
2
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2
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2
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Variations in economic analysis : essays in honor of Eli Schwartz
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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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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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