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A MEAN-VARIANCE-SKEWNESS MODEL...
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ECONIS (ZBW)
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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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22
Modern portfolio theory and nonprofit arts organizations : identifying the efficient frontier
Grasse, Nathan J.
;
Whaley, Kayla M.
;
Ihrke, Douglas M.
- In:
Nonprofit and voluntary sector quarterly
45
(
2016
)
4
,
pp. 825-843
Persistent link: https://www.econbiz.de/10011535985
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23
Shortage function and portfolio selection : on some special cases and extensions
Briec, Walter
;
Oms, Laurence
;
Paget-Blanc, Eric
- In:
Finance research letters
11
(
2014
)
3
,
pp. 295-302
Persistent link: https://www.econbiz.de/10010441837
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24
Portfolio selection in a multi-input multi-output setting : a simple Monte-Carlo-FDH algorithm
Nalpas, Nicolas
;
Simar, Léopold
;
Vanhems, Anne
-
2016
Persistent link: https://www.econbiz.de/10012216665
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25
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
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26
Beating the market index
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
17
(
2018
)
12
,
pp. 1433-1440
Persistent link: https://www.econbiz.de/10012006975
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27
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
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28
The role of South African property in balanced portfolios
Bradfield, D. J.
;
Gopi, Yashin
;
Tshivhinda, Joan
- In:
South African journal of accounting research
29
(
2015
)
1/2
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pp. 51-70
Persistent link: https://www.econbiz.de/10011688519
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29
The role of gold bullion in South African balanced portfolios
Bradfield, D. J.
;
Munro, B.
- In:
South African journal of accounting research
30
(
2016
)
1/2
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pp. 172-186
Persistent link: https://www.econbiz.de/10011688892
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30
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
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