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Understanding portfolio effici...
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1
Understanding portfolio efficiency with conditioning information
Peñaranda, Francisco
(
contributor
)
-
2009
-variance preferences that are used in finance
theory
. We show that standard preferences choose portfolios on a frontier that has not been …
Persistent link: https://www.econbiz.de/10003871516
Saved in:
2
Essays on financial economics
Warusawitharana, Missaka
-
2006
Persistent link: https://www.econbiz.de/10003908769
Saved in:
3
Understanding portfolio efficiency with conditioning information
Peñaranda, Francisco
-
2009
Persistent link: https://www.econbiz.de/10008663683
Saved in:
4
Understanding Portfolio Efficiency with Conditioning Information
Penaranda, Francisco
-
2009
-variance preferences that are used in finance
theory
. We show that standard preferences choose portfolios on a frontier that has not been …
Persistent link: https://www.econbiz.de/10014206744
Saved in:
5
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003726992
Saved in:
6
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
7
The value of alpha forecasts in portfolio construction
Fong, Kingsley
;
Gallagher, David R.
;
Lee, Adrian D.
- In:
Australian journal of management
34
(
2009
)
1
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003870211
Saved in:
8
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
-
2007
intermediate view: that both data and
theory
are useful for decision-making. We investigate optimal portfolio choice for an …
Persistent link: https://www.econbiz.de/10003486181
Saved in:
9
The Black and Litterman framework with higher moments : the case of hedge funds
Gabbi, Giampaolo
;
Limone, Andrea
;
Renò, Roberto
- In:
Stock market volatility
,
(pp. 255-273)
.
2009
Persistent link: https://www.econbiz.de/10003830474
Saved in:
10
Market timing ability and volatility implied in investment newsletters' asset allocation recommendations
Graham, John R.
- In:
Journal of financial economics
42
(
1996
)
3
,
pp. 397-421
Persistent link: https://www.econbiz.de/10001207936
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