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Performance of the Sharpe Portfolio Selection Model: A Comparison
Frankfurter, George M.; Phillips, Herbert E.; Seagle, … - In: Journal of Financial and Quantitative Analysis 11 (1976) 02, pp. 195-204
Persistent link: https://www.econbiz.de/10008476774
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Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment
Frankfurter, George M.; Phillips, Herbert E. - In: Journal of Financial and Quantitative Analysis 10 (1975) 01, pp. 177-179
Persistent link: https://www.econbiz.de/10008476847
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Portfolio Selection: The Effects of Uncertain Means, Variances, and Covariances
Frankfurter, George M.; Phillips, Herbert E.; Seagle, … - In: Journal of Financial and Quantitative Analysis 6 (1971) 05, pp. 1251-1262
Persistent link: https://www.econbiz.de/10008476873
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Estimation Risk in the Portfolio Selection Model: A Comment
Frankfurter, George M.; Phillips, Herbert E.; Seagle, … - In: Journal of Financial and Quantitative Analysis 7 (1972) 01, pp. 1423-1424
Persistent link: https://www.econbiz.de/10008476958
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Portfolio Selection: An Analytic Approach for Selecting Securities from a Large Universe
Frankfurter, George M.; Phillips, Herbert E. - In: Journal of Financial and Quantitative Analysis 15 (1980) 02, pp. 357-377
Persistent link: https://www.econbiz.de/10005139147