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~person:"Kwan, Clarence C. Y."
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Kwan, Clarence C. Y.
Weber, Jürgen
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ECONIS (ZBW)
16
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1
What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?
Kwan, Clarence C. Y.
- In:
Financial markets and portfolio management
32
(
2018
)
1
,
pp. 77-110
Persistent link: https://www.econbiz.de/10011951792
Saved in:
2
Bond portfolio laddering : a mean-variance perspective
Cheung, C. Sherman
;
Kwan, Clarence C. Y.
;
Sarkar, Sudipto
- In:
Journal of applied finance : theory, practice, education
20
(
2010
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10003984476
Saved in:
3
On the nature of mean-variance spanning
Cheung, C. Sherman
;
Kwan, Clarence C. Y.
;
Mountain, Dean C.
- In:
Finance research letters
6
(
2009
)
2
,
pp. 106-113
Persistent link: https://www.econbiz.de/10003878935
Saved in:
4
Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices
Kwan, Clarence C. Y.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 236-244
Persistent link: https://www.econbiz.de/10003786423
Saved in:
5
A mean-Gini approach to asset allocation involving hedge funds
Cheung, C. Sherman
;
Kwan, Clarence C. Y.
;
Miu, Peter C.
- In:
Research in finance
24
(
2008
),
pp. 197-212
Persistent link: https://www.econbiz.de/10003752961
Saved in:
6
Portfolio selection with round-lot holdings
Kwan, Clarence C. Y.
;
Parlar, Mahmut
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 133-163
Persistent link: https://www.econbiz.de/10001695512
Saved in:
7
Foreign risk-free assets and exchange risk in international investment
Chamberlain, Trevor W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 153-178
Persistent link: https://www.econbiz.de/10001229793
Saved in:
8
Some further analytical properties of the constant correlation model for portfolio selection
Kwan, Clarence C. Y.
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1071-1092
Persistent link: https://www.econbiz.de/10003395980
Saved in:
9
Long-short portfolio modeling : critique and extension
Kwan, Clarence C. Y.
- In:
International journal of theoretical and applied finance
7
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001946251
Saved in:
10
A note on market-neutral portfolio selection
Kwan, Clarence C. Y.
- In:
Journal of banking & finance
23
(
1999
)
5
,
pp. 773-799
Persistent link: https://www.econbiz.de/10001379065
Saved in:
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