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~isPartOf:"Applied financial economics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of asset management"
~person:"Glabadanidis, Paskalis"
~subject:"Investmentfonds"
~subject:"Kapitaleinkommen"
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Applied financial economics
Research paper series / Swiss Finance Institute
The journal of asset management
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Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis
- In:
The journal of asset management
15
(
2014
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10010415936
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Maximizing excess return per unit variance : a novel investment management objective
Glabadanidis, Paskalis
- In:
The journal of asset management
17
(
2016
)
7
,
pp. 486-501
Persistent link: https://www.econbiz.de/10011648208
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