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An optimization strategy for enhancing the performance of fund-of-funds portfolios

Larsen, Glen A.; Resnick, Bruce G. - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 147-154

Persistent link: https://www.econbiz.de/10009669786

Duration of share repurchase programs and firm performance

Indro, Daniel C. - In: Journal of economics and finance 20 (1996) 1, pp. 101-116

Persistent link: https://www.econbiz.de/10001209728

Refining the bootstrap method of stochastic dominance analysis : the case of the January effect

Larsen, Glen A.; Resnick, Bruce G. - In: Review of quantitative finance and accounting 7 (1996) 1, pp. 65-79

Persistent link: https://www.econbiz.de/10001467530

The optimal construction of internationally diversified equity portfolios hedged against exchange rate uncertainty

Larsen, Glen A.; Resnick, Bruce G. - In: European financial management : the journal of the … 6 (2000) 4, pp. 479-514

Persistent link: https://www.econbiz.de/10001531925

Market timing for active asset allocation : a discrete regression model approach

Larsen, Glen A. - In: The journal of applied business research 11 (1994) 1, pp. 125-135

Persistent link: https://www.econbiz.de/10001176424

Bootstrapping a distance test for stochastic dominance analysis

Larsen, Glen A. - In: Review of quantitative finance and accounting 3 (1993) 1, pp. 61-69

Persistent link: https://www.econbiz.de/10001145794

Enhancing the Returns of SRI Portfolios Using a Minimum Variance Small-Basket Strategy

Larsen, Glen A. - 2014

The focus of this research is on enhancing the returns of socially responsible investment (SRI) portfolios by constructing minimum variance small-basket portfolios. The results suggest that individual investors and professional financial planners on behalf of their clients can realize enhanced...

Persistent link: https://www.econbiz.de/10013063702