Narrow search
Showing 1 - 10 of 65
Cover Image
A simple nonparametric approach to low-dimension, shortfall-based portfolio selection
Haley, M. Ryan - In: Finance research letters 5 (2008) 3, pp. 183-190
Persistent link: https://www.econbiz.de/10003769910
Cover Image
Rank variability of the publish or perish metrics for economics and finance journals
Haley, M. Ryan - In: Applied economics letters 20 (2013) 7/9, pp. 830-836
Persistent link: https://www.econbiz.de/10009763290
Cover Image
Gaussian and logistic adaptations of smoothed safety first
Haley, M. Ryan - In: Annals of finance 10 (2014) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10010350826
Cover Image
Shortfall portfolio selection : a bootstrap and k-fold analysis
Haley, M. Ryan - In: Applied economics letters 29 (2022) 4, pp. 307-310
Persistent link: https://www.econbiz.de/10012803526
Cover Image
Generalized safety first and the planting of crops
Haley, M. Ryan - In: Applied economics letters 19 (2012) 4/6, pp. 511-515
Persistent link: https://www.econbiz.de/10009630685
Cover Image
Bounding revenue leakages at scale-bid timber auctions : evidence from Wisconsin state forest auctions
Haley, M. Ryan - In: Empirical economics : a journal of the Institute for … 39 (2010) 2, pp. 427-437
Persistent link: https://www.econbiz.de/10008660854
Cover Image
A moment-free nonparametric quantity-of-quality approach to optimal portfolio selection : a role for endogenous shortfall and windfall boundaries?
Haley, M. Ryan - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1678-1687
Persistent link: https://www.econbiz.de/10012229222
Cover Image
Shortfall minimization and the Naive (1/N) portfolio : an out-of-sample comparison
Haley, M. Ryan - In: Applied economics letters 23 (2016) 13/15, pp. 926-929
Persistent link: https://www.econbiz.de/10011629219
Cover Image
On the inauspicious incentives of the scholar-level h-index : an economist’s take on collusive and coercive citation
Haley, M. Ryan - In: Applied economics letters 24 (2017) 1/3, pp. 85-89
Persistent link: https://www.econbiz.de/10011703878
Cover Image
K-fold cross validation performance comparisons of six naive portfolio selection rules : how naive can you be and still have successful out-of-sample portfolio performance?
Haley, M. Ryan - In: Annals of finance 13 (2017) 3, pp. 341-353
Persistent link: https://www.econbiz.de/10011945451