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Finance research letters
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1
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
2
Mean-variance
optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
3
A privacy-preserving
mean-variance
optimal portfolio
Byun, Junyoung
;
Ko, Hyungjin
;
Lee, Jaewook
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472760
Saved in:
4
Deconstructing the Gerber statistic
Flint, Emlyn
;
Polakow, Daniel
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473719
Saved in:
5
Rational distorted beliefs investor : which risk matters?
Bouaddi, Mohammed
;
Moutanabbir, Khouzeima
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014289016
Saved in:
6
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
7
China mainland art investment : return and portfolio
Ma, Yongfan
;
Qi, Tiancheng
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014637239
Saved in:
8
Regression, multicollinearity and Markowitz
Ortiz, Roberto
;
Contreras, Mauricio
;
Mellado, Cristhian
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014636774
Saved in:
9
Inflation and portfolio selection
Vukovic, Darko B.
;
Maiti, Moinak
;
Frömmel, Michael
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014233958
Saved in:
10
On
mean-variance
analysis of a bank's behavior
Takino, Kazuhiro
;
Ishinagi, Yoshikazu
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341401
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