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What is an optimal allocation in Hong Kong stock, real estate, and money markets : an individual asset, efficient frontier portfolios, or a naïve portfolio? : is this a new financial anomaly?

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Persistent link: https://www.econbiz.de/10014289728

Optimal management of DB pension fund under both underfunded and overfunded cases

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Harry Markowitz and the philosopher's stone

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The ESG-efficient frontier under ESG rating uncertainty

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A fundamental misunderstanding of risk : the bias associated with the annualized calculation of standard deviation

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Quantifiable, measurable risk is of critical importance when making data-driven decisions in finance and investment management, but what if the generally accepted practice of the investment industry for calculating risk possessed incorrect mathematical assumptions and embedded biases? This piece...

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Common pricing across asset classes : empirical evidence revisited

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Portfolio optimization and asset pricing implications under returns non-normality concerns

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Portfolio selection : from under-diversification to concentration

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Portfolio optimisation of Shariah-compliant samples in the USA

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Mean-variance insurance design under heterogeneous beliefs

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