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Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
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On the complexity of the FIFO stack-up problem
Gurski, Frank; Rethmann, Jochen; Wanke, Egon - In: Mathematical methods of operations research 83 (2016) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10011446607
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Generation of interior points and polyhedral representations of cones in RN cut by M planes sharing a common point
Belyaev, Alexander - In: Mathematical methods of operations research 83 (2016) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011446619
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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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A trust-region method with improved adaptive radius for systems of nonlinear equations
Esmaeili, Hamid; Kimiaei, Morteza - In: Mathematical methods of operations research 83 (2016) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10011446624
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Macro factor investing with style
Swade, Alexander; Lohre, Harald; Shackleton, Mark B.; … - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 80-104
Persistent link: https://www.econbiz.de/10012802484
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Real economy portfolio : the market risk premium as a source of alpha
Garvey, Gerald - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 22-32
Persistent link: https://www.econbiz.de/10012517329
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Factor modeling : the benefits of disentangling cross-sectionally for explaining stock returns
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 33-50
Persistent link: https://www.econbiz.de/10012517331
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Financial anomalies in portfolio construction and management
Markowitz, Harry; Guerard, John Baynard; Xu, Ganlin; … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 51-64
Persistent link: https://www.econbiz.de/10012517343
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Bridging the gap between strategic allocation and investment risk
Elkamhi, Redouane; Lee, Jacky S. H.; Sadik, Sheikh - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 89-100
Persistent link: https://www.econbiz.de/10012517345