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illiquidity premium
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mean variance optimization (MVO)
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mean-variance optimization of present values
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Journal of investment management : JOIM
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ECONIS (ZBW)
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1
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:
2
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:
3
Mean-variance
optimization
with public and private asset classes
Meng, Yu Ben
;
Zhang, Pu Paul
;
Ong, Ryan
- In:
Journal of investment management : JOIM
14
(
2016
)
4
,
pp. 44-63
Persistent link: https://www.econbiz.de/10011691359
Saved in:
4
Is U.S. insider trading still relevant? : a quantitative portfolio approach
Bettis, Carr
;
Guerard, John Baynard
;
McAuley, Daniel
- In:
Journal of investment management : JOIM
13
(
2015
)
4
,
pp. 33-56
Persistent link: https://www.econbiz.de/10011640337
Saved in:
5
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:
6
Augmented risk models to mitigate factor alignment problems
Saxena, Anureet
;
Stubbs, Robert A.
- In:
Journal of investment management : JOIM
13
(
2015
)
3
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011635344
Saved in:
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