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Positively weighted portfolios on the minimum-variance frontier
Green, Richard C. - In: The journal of finance : the journal of the American … 41 (1986) 5, pp. 1051-1068
Persistent link: https://www.econbiz.de/10001015024
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Benchmark portfolio inefficiency and deviations from the security market line
Green, Richard C. - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 295-312
Persistent link: https://www.econbiz.de/10001015130
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Mutual fund flows and performance in rational markets
Berk, Jonathan B.; Green, Richard C. - In: Journal of political economy 112 (2004) 6, pp. 1269-1295
Persistent link: https://www.econbiz.de/10002493011
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Mutual fund flows and performance in rational markets
Berk, Jonathan B.; Green, Richard C. - 2002
Persistent link: https://www.econbiz.de/10001708450
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Mutual fund flows and performance in rational markets
Berk, Jonathan B. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
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Tax arbitrage and the existence of equilibrium prices for financial assets
Dammon, Robert Mark - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1143-1166
Persistent link: https://www.econbiz.de/10001055481
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When will mean-variance efficient portfolios be well diversified?
Green, Richard C. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 1785-1809
Persistent link: https://www.econbiz.de/10001138540
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Value at risk analysis of a leveraged swap
Srivastava, Sanjay - In: Risk management : value at risk and beyond, (pp. 60-75). 2002
Persistent link: https://www.econbiz.de/10001689190
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Portfolio tax trading with carryover losses
Ehling, Paul; Gallmeyer, Michael F.; Srivastava, Sanjay; … - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4156-4176
Persistent link: https://www.econbiz.de/10011921497
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Tax arbitrage and the existence of equilibrium prices for financial assets
Dammon, Robert M. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1143-1146
Persistent link: https://www.econbiz.de/10003521485