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The ABO, the PBO and pension investment policy
Bodie, Zvi - In: Financial analysts' journal : FAJ 46 (1990) 5, pp. 27-34
Persistent link: https://www.econbiz.de/10001097256
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Mimicking portfolios and exact arbitrage pricing
Huberman, Gur - In: The journal of finance : the journal of the American … 42 (1987) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001047813
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On correlations and inferences about mean-variance efficiency
Kandel, Shmuel - In: Journal of financial economics 18 (1987) 1, pp. 61-90
Persistent link: https://www.econbiz.de/10001020480
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Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael; Maxwell, Michael; Van Vuuren, Gary - In: Investment management and financial innovations 15 (2018) 1, pp. 141-153
Persistent link: https://www.econbiz.de/10012001419
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Optimizing tracking error-constrained portfolios
Maxwell, Michael; Daly, Michael; Thomson, Daniel; Van … - In: Applied economics 50 (2018) 54, pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
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The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
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Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
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Thoughts on the future : life-cycle investing in theory and practice
Bodie, Zvi - In: Financial analysts' journal : FAJ 71 (2015) 1, pp. 43-48
Persistent link: https://www.econbiz.de/10010528716
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Active investment strategies under tracking error constraints
Maxwell, Michael; Van Vuuren, Gary - In: International advances in economic research : IAER ; an … 25 (2019) 3, pp. 309-322
Persistent link: https://www.econbiz.de/10012234315
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An Omega ratio analysis of global hedge fund returns
Rambo, James; Van Vuuren, Gary - In: The journal of applied business research 33 (2017) 3, pp. 565-585
Persistent link: https://www.econbiz.de/10011705695