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~isPartOf:"Forecasting expected returns in the financial markets"
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Forecasting expected returns in the financial markets
Journal of banking & finance
570
NBER working paper series
534
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
436
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
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International review of financial analysis
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264
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255
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253
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234
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Discussion paper / Centre for Economic Policy Research
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The North American journal of economics and finance : a journal of financial economics studies
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Swiss Finance Institute Research Paper
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Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Research in international business and finance
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Pacific-Basin finance journal
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A step-by-step guide to the Black-Litterman model : incorporating user-specified confidence levels
Idzorek, Thomas
- In:
Forecasting expected returns in the financial markets
,
(pp. 17-38)
.
2007
Persistent link: https://www.econbiz.de/10003557920
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2
A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction
Satchell, Stephen
;
Scowcroft, Alan
- In:
Forecasting expected returns in the financial markets
,
(pp. 39-53)
.
2007
Persistent link: https://www.econbiz.de/10003557932
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3
Optimal portfolios from ordering information
Almgren, Robert
;
Chriss, Neil
- In:
Forecasting expected returns in the financial markets
,
(pp. 55-100)
.
2007
Persistent link: https://www.econbiz.de/10003557936
Saved in:
4
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 177-189)
.
2007
Persistent link: https://www.econbiz.de/10003557954
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