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Performance measurement using multiple asset class portfolio data : a study of UK pension fonds
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997
Persistent link: https://www.econbiz.de/10000637545
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The role of portfolio constraints in the international propagation of shocks
Pavlova, Anna; Rigobón, Roberto - 2008
Persistent link: https://www.econbiz.de/10003639754
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Relative factor endowments and international portfolio choice
Cuñat, Alejandro; Fons-Rosen, Christian - 2008
Persistent link: https://www.econbiz.de/10003728593
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The international diversification puzzle is not as bad as you think
Heathcote, Jonathan; Perri, Fabrizio - 2008
Persistent link: https://www.econbiz.de/10003774023
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Dynamic mean-variance asset allocation
Başak, Suleyman; Chabakauri, Georgy - 2009
Persistent link: https://www.econbiz.de/10003835659
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - 2009
Persistent link: https://www.econbiz.de/10003879959
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International macro-finance
Pavlova, Anna; Rigobón, Roberto - 2011
Persistent link: https://www.econbiz.de/10008859040
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Credit risk and disaster risk
Gourio, François - 2011
Persistent link: https://www.econbiz.de/10008859067
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Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.; Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2010
Persistent link: https://www.econbiz.de/10003948898
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Performance maximization of actively managed fund
Guasoni, Paolo; Huberman, Gur; Wang, Zhenyu - 2010
Persistent link: https://www.econbiz.de/10003948915