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Higher order moment risk in efficient futures portfolios
You, Leyuan; Nguyen, Duong - In: Journal of economics & business 65 (2013), pp. 33-54
Persistent link: https://www.econbiz.de/10009725132
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Portfolio performance measures : a brief survey and hypothesis testing/ G. L. Ghai, T. E. Pactwa, A. J. Prakash
Ghai, G. L.; Pactwa, T. E.; Prakash, Arun J. - In: Decision making : recent developments and worldwide …, (pp. 143-155). 2010
Persistent link: https://www.econbiz.de/10009152466
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Optimum allocation of weights to assets in a portfolio : the case of nominal annualization of returns
Chang, Chun-hao; DuPoyet, Brice; Prakash, Arun J. - In: Applied financial economics 18 (2008) 18/21, pp. 1635-1646
Persistent link: https://www.econbiz.de/10003800194
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Effect of intervalling and skewness on portfolio selection indeveloped and developing markets
Chang, Chun-hao; Dupoyet, Brice; Prakash, Arun J. - In: Applied financial economics 18 (2008) 18/21, pp. 1697-1707
Persistent link: https://www.econbiz.de/10003800238
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Selecting a portfolio with skewness : recent evidence from US, European, and Latin American equity markets
Prakash, Arun J.; Chang, Chun-hao; Pactwa, Therese E. - In: Journal of banking & finance 27 (2003) 7, pp. 1375-1390
Persistent link: https://www.econbiz.de/10001769046
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A general proof of Merton's analytic derivation of the efficient portfolio frontier
Prakash, Arun J. - In: Quarterly journal of business and economics : QJBE 28 (1989) 3, pp. 67-77
Persistent link: https://www.econbiz.de/10001089471