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PORTFOLIO CONSTRUCTION - OPTIM...
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Portfolio selection
41
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English
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Kritzman, Mark
166
Turkington, David
59
Page, Sébastien
32
Czasonis, Megan
25
Kinlaw, William
15
Page, Sebastien
14
Myrgren, Simon
12
Estrada, Javier
9
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7
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7
Li, Wei
7
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7
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6
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5
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4
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4
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4
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4
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3
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3
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3
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2
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2
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Sloan School of Management, Massachusetts Institute of Technology (MIT)
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The journal of portfolio management : a publication of Institutional Investor
37
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26
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26
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18
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10
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Optimizing optimization : the next generation of optimization applications and theory
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ECONIS (ZBW)
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1
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11
Countries versus industries in Europe: a normative portfolio approach
Estrada, Javier
;
Kritzman, Mark
;
Myrgren, Simon
;
Page, …
- In:
The journal of asset management
6
(
2005-06
)
2
,
pp. 85-103
Persistent link: https://www.econbiz.de/10007270100
Saved in:
12
Adding the Time Dimension: Optimal Rebalancing
Kritzman, Mark
;
Myrgren, Simon
;
Page, Sebastien
- In:
The Oxford handbook of quantitative asset management
.
2012
Persistent link: https://www.econbiz.de/10012882299
Saved in:
13
The myth of diversification
Chua, David B.
;
Kritzman, Mark
;
Page, Sébastien
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10003909563
Saved in:
14
Principal components as a measure of systemic risk
Kritzman, Mark
;
Li, Yuanzhen
;
Page, Sébastien
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
4
,
pp. 112-126
Persistent link: https://www.econbiz.de/10009273877
Saved in:
15
Regime shifts : implications for dynamic strategies
Kritzman, Mark
;
Page, Sébastien
;
Turkington, David
- In:
Financial analysts' journal : FAJ
68
(
2012
)
3
,
pp. 22-39
Persistent link: https://www.econbiz.de/10009680635
Saved in:
16
The myth of diversification reconsidered
Kinlaw, William
;
Kritzman, Mark
;
Page, Sébastien
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
8
,
pp. 124-137
Persistent link: https://www.econbiz.de/10012613448
Saved in:
17
In defense of optimization: the fallacy of 1/N
Kritzman, Mark
;
Page, Sébastien
;
Turkington, David
- In:
Financial analysts' journal : FAJ
66
(
2010
)
2
,
pp. 31-39
Persistent link: https://www.econbiz.de/10003967805
Saved in:
18
PORTFOLIO CONSTRUCTION - IMPLEMENTATION SHORTFALL
Kritzman, Mark
;
Mypgren, Simon
;
Page, Sébastien
- In:
The journal of portfolio management : a publication of …
33
(
2006
)
1
,
pp. 25-30
Persistent link: https://www.econbiz.de/10007384435
Saved in:
19
The Hierarchy of Investment Choice
Kritzman, Mark
;
Page, Sébastien
- In:
The journal of portfolio management : a publication of …
29
(
2003
)
4
,
pp. 11-24
Persistent link: https://www.econbiz.de/10006554572
Saved in:
20
ASSET ALLOCATION - THE MYTH OF DIVERSIFICATION
Chua, David B.
;
Kritzman, Mark
;
Page, Sébastien
- In:
The journal of portfolio management : a publication of …
36
(
2009
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10008332087
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