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The complexity of the stock market : "... a web of interrelated return effects"
Jacobs, Bruce I. - In: The journal of portfolio management : a publication of … 16 (1989) 1, pp. 19-27
Persistent link: https://www.econbiz.de/10001112368
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Leverage aversion, efficient frontiers, and the efficient region
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 54-64
Persistent link: https://www.econbiz.de/10009750764
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Introducing leverage aversion into portfolio theory and practice
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 1-2
Persistent link: https://www.econbiz.de/10009708229
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Traditional optimization is not optimal for leverage-averse investors
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 30-40
Persistent link: https://www.econbiz.de/10010365121
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A comparison of the mean-variance-leverage optimization model and the Markowitz general mean-variance portfolio selection model
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10010246312