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~isPartOf:"Finance research letters"
~isPartOf:"The journal of futures markets"
~person:"Bookstaber, Richard"
~person:"Boudt, Kris"
~person:"Young, Virginia R."
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Bookstaber, Richard
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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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2
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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3
Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
15
(
2015
),
pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
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4
Portfolio insurance trading rules
Bookstaber, Richard
;
Langsam, Joseph A.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10001447794
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5
Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 204-212
Persistent link: https://www.econbiz.de/10003786342
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Portfolio insurance trading rules
Bookstaber, Richard
;
Langsam, Joseph A.
- In:
The journal of futures markets
8
(
1988
)
1
,
pp. 15-31
Persistent link: https://www.econbiz.de/10003498712
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7
Mutual fund theorems when minimizing the probability of lifetime ruin
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
5
(
2008
)
2
,
pp. 69-78
Persistent link: https://www.econbiz.de/10003751291
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8
Performance-sharing optimization by risk-constrained equity investors
Boudt, Kris
;
Khokhar, Mulazim-Ali
- In:
Finance research letters
38
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012490566
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