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~subject:"Portfolio selection"
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Portfolio selection
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Durand, Robert B.
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Chai, Daniel
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Li, Bob
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Maller, Ross A.
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Khuu, Joyce
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Koh, SzeKee
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Limkriangkrai, Manapon
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Zhong, Angel
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Ang, Hong Nee
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Bebbington, Christopher
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Australian journal of management
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Saints versus Sinners : does morality matter?
Durand, Robert B.
;
Koh, SzeKee
;
Limkriangkrai, Manapon
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 166-183
Persistent link: https://www.econbiz.de/10009726409
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2
Optimal portfolio choice using the maximum Sharpe ratio
Maller, Ross A.
;
Durand, Robert B.
;
Jafarpour, Hediah
- In:
Journal of risk
12
(
2009/10
)
4
,
pp. 49-73
Persistent link: https://www.econbiz.de/10003995406
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3
Maximize the sharpe ratio and minimize a VaR
Durand, Robert B.
;
Jafarpour, Hedieh
;
Klüüelberg, Claudia
- In:
The journal of wealth management
13
(
2010
)
1
,
pp. 91-102
Persistent link: https://www.econbiz.de/10003981782
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4
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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5
On the performance of the minimum VAR portfolio
Durand, Robert B.
;
Gould, John
;
Maller, Ross A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 553-576
Persistent link: https://www.econbiz.de/10009509846
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6
Are ethical investments good?
Chow, Gariet W. S.
;
Durand, Robert B.
;
Koh, SzeKee
- In:
Australian journal of management
39
(
2014
)
4
,
pp. 645-665
Persistent link: https://www.econbiz.de/10010475663
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7
The validity of investor sentiment proxies
Chan, Felix
;
Durand, Robert B.
;
Khuu, Joyce
;
Smales, Lee A.
- In:
International review of finance
17
(
2017
)
3
,
pp. 473-477
Persistent link: https://www.econbiz.de/10011807169
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8
Investor decision making within retirement savings schemes
Bebbington, Christopher
;
Durand, Robert B.
;
Khuu, Joyce
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491112
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9
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel
;
Limkriangkrai, Manapon
;
Gray, Philip K.
- In:
International review of financial analysis
35
(
2014
),
pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
Saved in:
10
Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors
Li, Bob
;
Stork, Thomas
;
Chai, Daniel
;
Ee, Mong Shan
; …
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 19-31
Persistent link: https://www.econbiz.de/10010499729
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