Similar Search Results

Narrow search

J. Ernest Tanner and Walton Terry Wilford

Smithson, Charles W.; Putnam, Bluford III; Whitney, Gerald - In: Review of Financial Economics 11 (2002) 3, pp. 151-151

Persistent link: https://www.econbiz.de/10005244059

Global portfolios should be optimized in excess, not total returns

Norland, Erik; Wilford, D. Sykes - In: Review of Financial Economics 11 (2002) 3, pp. 213-224

Persistent link: https://www.econbiz.de/10005299182

Leverage, liquidity, volatility, time horizon, and the risk of ruin: A barrier option approach

Norland, Erik; Wilford, D. Sykes - In: Review of Financial Economics 11 (2002) 3, pp. 225-239

Persistent link: https://www.econbiz.de/10005299192

True Markowitz or assumptions we break and why it matters

Wilford, D. Sykes - In: Review of Financial Economics 21 (2012) 3, pp. 93-101

Markowitz (1952, 1959) underlies modern corporate finance literature, from modern portfolio theory, option theory, to risk management (especially value at risk type methodologies). From it, Diversify has entered all languages, such is its power. Terms such as “the only free lunch” have...

Persistent link: https://www.econbiz.de/10011064882

A short note on the concept of risk management and VaR for asset management firms

Putnam, Bluford H.; Sykes Wilford, D.; Zecher, Philip D. - In: Review of Financial Economics 11 (2002) 3, pp. 205-212

Persistent link: https://www.econbiz.de/10005204943