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Risk budgeting : portfolio problem solving with value-at-risk
Pearson, Neil D. - 2002
Persistent link: https://www.econbiz.de/10001603413
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What's new in value-at risk? : A selective survey
Pearson, Neil D. - In: Global risk management : financial, operational, and …, (pp. 15-37). 2002
Persistent link: https://www.econbiz.de/10001748580
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Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua - In: Journal of economic theory 54 (1991) 2, pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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Maximum likelihood estimation of covariance matrices with constraints on the efficient frontier
Yilmaz, Hilal; Pearson, Neil D. - In: International journal of computational economics and … 6 (2016) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10011588856
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Shareholder diversification and the decision to go public
Bodnaruk, Andrij; Kandel, Eugene; Massa, Massimo; … - In: The review of financial studies 21 (2008) 6, pp. 2779-2824
Persistent link: https://www.econbiz.de/10003805121
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Mutual fund performance evaluation with active peer benchmarks
Hunter, David L.; Kandel, Eugene; Kandel, Shmuel; … - In: Journal of financial economics 112 (2014) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10010375959
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Shareholder diversification and IPOs
Bodnaruk, Andrij; Kandel, Eugene; Massa, Massimo; … - 2005
Persistent link: https://www.econbiz.de/10002589616