Narrow search
Showing 1 - 10 of 108
Cover Image
Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart; Palm, Franz C.; Schotman, Peter C. - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433
Cover Image
Predicting risk : some new generalizations
Karolyi, G. Andrew - In: Management science : journal of the Institute for … 38 (1992) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10001121830
Cover Image
Tail risk concerns everywhere
Gao, George P.; Lu, Xiaomeng; Song, Zhaogang - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Cover Image
Chinese asset managers' monetary policy forecasts and fund performance
Ammer, John; Rogers, John A.; Wang, Gang; Yu, Yang - In: Management science : journal of the Institute for … 69 (2023) 1, pp. 598-616
Persistent link: https://www.econbiz.de/10014289684
Cover Image
Jackknife estimator for tracking error variance of optimal portfolios
Basak, Gopal Krishna; Jagannathan, Ravi; Ma, Tongshu - In: Management science : journal of the Institute for … 55 (2009) 6, pp. 990-1002
Persistent link: https://www.econbiz.de/10003865939
Cover Image
Do CIO IT budgets explain bigger or smaller governments? : theory and evidence from U.S. state governments
Pang, Min-Seok; Tafti, Ali; Krishnan, Mayuram S. - In: Management science : journal of the Institute for … 62 (2016) 4, pp. 1020-1041
Persistent link: https://www.econbiz.de/10011460547
Cover Image
How do decision frames influence the stock investment choices of individual investors?
Kumar, Alok; Lim, Sonya Seongyeon - In: Management science : journal of the Institute for … 54 (2008) 6, pp. 1052-1064
Persistent link: https://www.econbiz.de/10003737431
Cover Image
International diversification with factor funds
Eun, Cheol S.; Lai, Sandy; Roon, Frans de; Zhang, Zhe - In: Management science : journal of the Institute for … 56 (2010) 9, pp. 1500-1518
Persistent link: https://www.econbiz.de/10008661597
Cover Image
The distribution of the sample minimum-variance frontier
Kan, Raymond; Smith, Daniel R. - In: Management science : journal of the Institute for … 54 (2008) 7, pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
Cover Image
Composition of electricity generation portfolios, pivotal dynamics, and market prices
Banal-Estañol, Albert; Rupérez Micola, Augusto - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1813-1831
Persistent link: https://www.econbiz.de/10003909206