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~isPartOf:"Annals of finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of asset management"
~isPartOf:"The review of financial studies"
~subject:"Portfolio selection"
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Search: subject_exact:"Varianzanalyse"
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Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian
;
Challet, Damien
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
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2
Comparing mean-variance portfolios and equal-weight portfolios for major US equity indexes
Cai, Haotian
;
Schmidt, Anatoly B.
- In:
The journal of asset management
21
(
2020
)
4
,
pp. 326-332
Persistent link: https://www.econbiz.de/10012292800
Saved in:
3
Maximizing excess return per unit variance : a novel investment management objective
Glabadanidis, Paskalis
- In:
The journal of asset management
17
(
2016
)
7
,
pp. 486-501
Persistent link: https://www.econbiz.de/10011648208
Saved in:
4
Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras
;
Gupta, Arjun K.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827
Saved in:
5
Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander
;
Karatzas, Ioannis
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 411-432
Persistent link: https://www.econbiz.de/10011459422
Saved in:
6
Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo
;
Nicodano, Giovanna
- In:
Annals of finance
5
(
2009
)
1
,
pp. 15-48
Persistent link: https://www.econbiz.de/10003775308
Saved in:
7
Prospect theory and mean-variance analysis
Levy, Haim
;
Levy, Moshe
- In:
The review of financial studies
17
(
2004
)
4
,
pp. 1015-1041
Persistent link: https://www.econbiz.de/10002396431
Saved in:
8
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
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