Narrow search
Showing 1 - 5 of 5
Cover Image
Dynamic portfolio selection with process control
MacLean, Leonard; Zhao, Yonggan; Ziemba, William - In: Journal of Banking & Finance 30 (2006) 2, pp. 317-339
Persistent link: https://www.econbiz.de/10005194813
Cover Image
A dynamic model of active portfolio management with benchmark orientation
Zhao, Yonggan - In: Journal of Banking & Finance 31 (2007) 11, pp. 3336-3356
Persistent link: https://www.econbiz.de/10005194859
Cover Image
Incentives and risk taking in hedge funds
Kouwenberg, Roy; Ziemba, William T. - In: Journal of Banking & Finance 31 (2007) 11, pp. 3291-3310
Persistent link: https://www.econbiz.de/10005201401
Cover Image
Using Tucker's theorem of the alternative to simplify, review and expand discrete arbitrage theory
Kallio, Markku; Ziemba, William T. - In: Journal of Banking & Finance 31 (2007) 8, pp. 2281-2302
Persistent link: https://www.econbiz.de/10005201835
Cover Image
Covariance complexity and rates of return on assets
MacLean, Leonard C.; Foster, Michael E.; Ziemba, William T. - In: Journal of Banking & Finance 31 (2007) 11, pp. 3503-3523
Persistent link: https://www.econbiz.de/10005213070