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~subject:"Portfolio selection"
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Portfolio selection
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Korkie, Robert M.
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ECONIS (ZBW)
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1
A clinical analysis of a professionally managed portfolio
Korkie, Bob
- In:
Performance measurement in finance
,
(pp. 198-228)
.
2002
Persistent link: https://www.econbiz.de/10001718604
Saved in:
2
Market line deviations and market anomalies with reference to small and large firms
Korkie, Robert M.
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
2
,
pp. 161-180
Persistent link: https://www.econbiz.de/10001010781
Saved in:
3
Measuring performance in a dynamic world : conditional meanvariance fundamentals
Jha, Ranjini
;
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Journal of banking & finance
33
(
2009
)
10
,
pp. 1851-1859
Persistent link: https://www.econbiz.de/10003886788
Saved in:
4
Block holding and keiretsu in Japan : the effects of capital markets liberalization measures on the stock market
Korkie, Robert M.
- In:
Journal of international money and finance
16
(
1997
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10001219110
Saved in:
5
A contingent claim analysis of closed-end fund premia
Korkie, Robert M.
;
Nakamura, Masao
;
Turtle, Harry J.
- In:
International review of financial analysis
10
(
2001
)
4
,
pp. 365-394
Persistent link: https://www.econbiz.de/10001651756
Saved in:
6
A note on the analytics and geometry of limiting mean : variance investment opportunity sets
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Review of quantitative finance and accounting
9
(
1997
)
3
,
pp. 289-300
Persistent link: https://www.econbiz.de/10001591118
Saved in:
7
A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency
Jobson, J. D.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10001067239
Saved in:
8
On the market price of risk
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
Saved in:
9
Investment horizon risk and volatility metrics
Korkie, Robert M.
- In:
Journal of investment management : JOIM
15
(
2017
)
4
,
pp. 20-29
Persistent link: https://www.econbiz.de/10011914879
Saved in:
10
Limiting investment opportunity sets, asset pricing, and the Roll critique
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Journal of investment management : JOIM
22
(
2024
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10014546322
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