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~isPartOf:"Finance research letters"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"NBER Working Paper"
~subject:"Portfolio-Management"
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Conditional Sharpe ratios
Chow, Victor K.
;
Lai, Christine W.
- In:
Finance research letters
12
(
2015
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
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2
Testing equality of modified Sharpe ratios
Ardia, David
;
Boudt, Kris
- In:
Finance research letters
13
(
2015
),
pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
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3
The investment management for a downside-protected equity-linked annuity under interest rate risk
Han, Nan-Wei
;
Hung, Mao-Wei
- In:
Finance research letters
13
(
2015
),
pp. 113-124
Persistent link: https://www.econbiz.de/10011552419
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Determining the economic value of ambiguous loan portfolios
Parnes, Dror
- In:
Finance research letters
13
(
2015
),
pp. 148-154
Persistent link: https://www.econbiz.de/10011552459
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Higher order comoments of multifactor models and asset allocation
Boudt, Kris
;
Lu, Wanbo
;
Peeters, Benedict
- In:
Finance research letters
13
(
2015
),
pp. 225-233
Persistent link: https://www.econbiz.de/10011552528
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A note on minimum riskiness hedge ratio
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Finance research letters
15
(
2015
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
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Diversification discount over the long run : new perspectives
Mazur, Mieszko
;
Zhang, Shage
- In:
Finance research letters
15
(
2015
),
pp. 93-98
Persistent link: https://www.econbiz.de/10011552980
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8
Portfolio selection with independent component analysis
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Finance research letters
15
(
2015
),
pp. 146-159
Persistent link: https://www.econbiz.de/10011553028
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9
Investor sentiment and portfolio selection
Fu, Chengbo
;
Jacoby, Gady
;
Wang, Yan
- In:
Finance research letters
15
(
2015
),
pp. 266-273
Persistent link: https://www.econbiz.de/10011553268
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Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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