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~accessRights:"free"
~person:"Allen, David"
~person:"Lizieri, Colin"
~subject:"EG-Staaten"
~subject:"Portfolio-Management"
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The ultimate trade-off
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Allen, David
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1/N versus mean-variance : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
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2012
Persistent link: https://www.econbiz.de/10009667154
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Quantifying the non-Gaussian gain
Allen, David
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Satchell, Stephen
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Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
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2024
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1
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pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
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