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Optimal investment in hedge funds under loss aversion
Zou, Bin - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
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The efficient frontier of long-short portfolios
Charpin, Françoise; Lacaze, Dominique - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 737-756
Persistent link: https://www.econbiz.de/10001743245
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Portfolio optimization with performance ratios
Lin, Hongcan; Saunders, David M.; Weng, Chengguo - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
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On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R. - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
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Upside beta ratio : a performance measure for potential-seeking investors
Mondal, Dipankar; Selvaraju, N. - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10012270941
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Hedge fund performance : sources and measures
Eberlein, Ernst; Madan, Dilip B. - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 267-282
Persistent link: https://www.econbiz.de/10003867399
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Testing for random walk and structural breaks in hedge funds returns
Cerrato, Mario; Iannelli, Andrea - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003344293
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Could short selling make financial markets tumble?
Andersen, Jørgen Vitting - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 509-521
Persistent link: https://www.econbiz.de/10002980812
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Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana; Lari-Lavassani, Ali; … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 957-977
Persistent link: https://www.econbiz.de/10009380979