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~person:"Allen, David"
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Portfolio selection
6
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6
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4
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Allen, David
Satchell, Stephen
349
Satchell, Stephen E.
86
Hwang, Soosung
45
Thorp, Susan
35
Knight, John L.
29
Knight, John
23
Lizieri, Colin
23
Bateman, Hazel
21
Louviere, Jordan J.
16
Pedersen, Christian S.
14
Eckert, Christine
13
Geweke, John
13
Satchell, Stephen E
13
Christodoulakis, George A.
11
Sancetta, Alessio
11
Wongwachara, Warapong
10
Srivastava, Nandini
9
Williams, Oliver
9
Bond, Shaun A.
8
Kwon, Oh Kang
8
Merella, Vincenzo
8
Timmermann, Allan
8
Chu, Ba
7
Darsinos, Theofanis
7
Wright, Stephen M.
7
Xia, Wei
7
Ahmed, Muhammad Farid
6
Gao, Yang
6
Ncube, Mthuli
6
Perraudin, William
6
Stapleton, Richard C.
6
Subrahmanyam, Marti G.
6
Yao, Juan
6
Acar, Emmanuel
5
Booth, Alison L.
5
Eftekhari, Babak
5
Grant, Andrew
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Hall, Anthony D.
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Financial analysts journal : FAJ
3
Cambridge working papers in economics
1
Journal of empirical finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
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1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
3
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Saved in:
4
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
5
In defense of portfolio optimization : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
75
(
2019
)
3
,
pp. 20-38
Persistent link: https://www.econbiz.de/10012195894
Saved in:
6
1/N versus mean-variance : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
-
2012
Persistent link: https://www.econbiz.de/10009667154
Saved in:
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