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Multiple objectives in portfolio construction
Xidonas, Panagiotis; Mavrotas, George; Askounis, Dimitrios - In: American Journal of Finance and Accounting 1 (2009) 3, pp. 239-255
In this article we attempt to expand the limited framework of single-objective optimisation and broaden Markowitz's market standard, within which the problem of portfolio selection is conventionally addressed. The decision maker's Investment Policy Statement (IPS) is formulated through a...
Persistent link: https://www.econbiz.de/10008539449
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Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel; Maialy, Andre Cury - In: International journal of theoretical and applied finance 22 (2019) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
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Taming the great depression : Keynes's personal investments in the US stock market, 1931-1939
Cristiano, Carlo; Marcuzzo, Maria Cristina; Sanfilippo, … - In: Economia politica : journal of analytical and … 35 (2018) 1, pp. 13-40
Persistent link: https://www.econbiz.de/10012001943
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Limited stock market participation among renters and homeowners
Vestman, Roine - In: The review of financial studies 32 (2019) 4, pp. 1494-1535
Persistent link: https://www.econbiz.de/10012033716
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Institutional equity investing in Britain from 1900 to 2000
Morecroft, Nigel Edward; Turnbull, Craig - In: Financial history review 26 (2019) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012034184
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Investing in systematic factor premiums
Koedijk, Kees; Slager, Alfred; Stork, Philip - 2015
Persistent link: https://www.econbiz.de/10011389259
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Losing trust in money doctors
Dorn, Daniel; Weber, Martin - 2017
Persistent link: https://www.econbiz.de/10011639606
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Time-frequency analysis of behaviourally classified financial asset markets
Omane-Adjepong, Maurice; Ababio, Kofi A.; Alagidede, … - In: Research in international business and finance 50 (2019), pp. 54-69
Persistent link: https://www.econbiz.de/10012176983
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Large investors' portfolio composition and firms value
Ravid, Simon Abraham; Sekerci, Naciye - In: The journal of corporate finance : contracting, … 61 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012239142
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Predictive blends : Fundamental Indexing meets Markowitz
Pysarenko, Serhiy; Alexeev, Vitali; Tapon, Francis - In: Journal of banking & finance 100 (2019), pp. 28-42
Persistent link: https://www.econbiz.de/10012162437