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The intertemporal performance of investment opportunity sets

Korkie, Bob; Turtle, Harry - In: Performance measurement in finance, (pp. 229-260). 2002

Persistent link: https://www.econbiz.de/10001718613

The dual contributions of information instruments in return models : magnitude and direction predictability

Korkie, Robert M.; Sivakumar, Ranjini; Turtle, Harry J. - In: Journal of empirical finance 9 (2002) 5, pp. 511-523

Persistent link: https://www.econbiz.de/10001712017

A contingent claim analysis of closed-end fund premia

Korkie, Robert M.; Nakamura, Masao; Turtle, Harry J. - In: International review of financial analysis 10 (2001) 4, pp. 365-394

Persistent link: https://www.econbiz.de/10001651756

A Note on the Analytics and Geometry of Limiting Mean-Variance Investment Opportunity Sets

Korkie, Bob; Turtle, Harry J. - In: Review of quantitative finance and accounting 9 (1997) 3, pp. 289-300

Persistent link: https://www.econbiz.de/10007196813

Statistical inference in two-parameter portfolio theory with multiple regression software

Jobson, J. D.; Korkie, Bob - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 2, pp. 189-197

Persistent link: https://www.econbiz.de/10003160237

Potential performance and tests of portfolio efficiency

Jobson, J. D.; Korkie, Bob - In: Journal of financial economics 10 (1982) 4, pp. 433-466

Persistent link: https://www.econbiz.de/10003160254

Measuring performance in a dynamic world : conditional meanvariance fundamentals

Jha, Ranjini; Korkie, Robert M.; Turtle, Harry J. - In: Journal of banking & finance 33 (2009) 10, pp. 1851-1859

Persistent link: https://www.econbiz.de/10003886788

Variance spillover and skewness in financial asset returns

Korkie, Robert M.; Sivakumar, Ranjini; Turtle, Harry J. - In: The financial review : the official publication of the … 41 (2006) 1, pp. 139-156

Persistent link: https://www.econbiz.de/10003274792

Investment horizon risk and volatility metrics

Korkie, Robert M. - In: Journal of investment management : JOIM 15 (2017) 4, pp. 20-29

Persistent link: https://www.econbiz.de/10011914879

Measuring Performance in a Dynamic World : Conditional Mean-Variance Fundamentals

Korkie, Bob - 2013

We develop conditional alpha performance measures that are consistent with conditional mean-variance analysis. Commonly employed conditional alpha measures are inconsistent with conditional mean-variance analysis, conditional Sharpe ratio maximization, the magnitude or sign of the true...

Persistent link: https://www.econbiz.de/10012711740

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