2
H index
1
i10 index
17
Citations
University of Texas of the Permian Basin | 2 H index 1 i10 index 17 Citations RESEARCH PRODUCTION: 2 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Steven L. Beach. | Is cited by: | Cites to: |
Year | Title of citing document |
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2022 | Multi?period portfolio selection with investor views based on scenario tree. (2022). Wang, Shouyang ; Fang, Yong ; Bai, Lin ; Zhao, Daping. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:418:y:2022:i:c:s0096300321008961. Full description at Econpapers || Download paper |
2022 | Copula-based Black–Litterman portfolio optimization. (2022). Stephan, Andreas ; Ostermark, Ralf ; Sahamkhadam, Maziar. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1055-1070. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Semivariance decomposition of country-level returns In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
2007 | An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 12 |
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