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Signal weighting
Grinold, Richard - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
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How to represent mark-to-market possibilities with the general portfolio selection model
Markowitz, Harry - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 1-3
Persistent link: https://www.econbiz.de/10009785375
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The description of portfolios
Grinold, Richard - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 15-30
Persistent link: https://www.econbiz.de/10009273932
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The "two beta" trap : it lies in differing but specific assumptions about what beliefs investors do and do not hold
Markowitz, Harry - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10001114322
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Nonlinear trading rules for portfolio management
Grinold, Richard - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 62-70
Persistent link: https://www.econbiz.de/10011980669
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Linear trading rules for portfolio management
Grinold, Richard - In: The journal of portfolio management : a publication of … 44 (2018) 6, pp. 109-119
Persistent link: https://www.econbiz.de/10011916035