Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Risk-based dynamic asset allocation with extreme tails and correlations
Wang, Peng; Sullivan, Rodney N.; Ge, Yizhi - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 26-42
Persistent link: https://www.econbiz.de/10009669596
Cover Image
Liquidity-driven dynamic asset allocation
Xiong, James X.; Sullivan, Rodney N.; Wang, Peng - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 102-111
Persistent link: https://www.econbiz.de/10009750747
Cover Image
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