14
H index
18
i10 index
4749
Citations
Nobel prize laureate | 14 H index 18 i10 index 4749 Citations RESEARCH PRODUCTION: 42 Articles 6 Papers 15 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 60 years (1963 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma73 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Harry M. Markowitz. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Financial Analysts Journal | 9 |
Journal of Finance | 6 |
Annals of Operations Research | 3 |
Naval Research Logistics Quarterly | 3 |
The American Economist | 2 |
Journal of Risk and Uncertainty | 2 |
Year | Title of citing document | |
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2024 | . Full description at Econpapers || Download paper | |
2023 | Sensitivity to measurement errors of the distance to the efficient frontier. (2023). Vanhems, Anne ; Szafarz, Ariane ; Simar, Leopold ; Briere, Marie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023017. Full description at Econpapers || Download paper | |
2023 | Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542. Full description at Econpapers || Download paper | |
2023 | Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data. (2022). Kamps, Oliver ; Hessler, Martin ; Wand, Tobias. In: Papers. RePEc:arx:papers:2208.14106. Full description at Econpapers || Download paper | |
2023 | KALMANBOT: KalmanNet-Aided Bollinger Bands for Pairs Trading. (2022). Shlezinger, Nir ; Morgenstern, Hai ; Revach, Guy ; Deng, Haoran . In: Papers. RePEc:arx:papers:2210.15448. Full description at Econpapers || Download paper | |
2023 | f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures. (2023). Ding, Rui. In: Papers. RePEc:arx:papers:2302.00452. Full description at Econpapers || Download paper | |
2023 | Risk sharing, measuring variability, and distortion riskmetrics. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.04034. Full description at Econpapers || Download paper | |
2024 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper | |
2023 | Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning. (2023). Peng, Min ; Lai, Yanzhao ; Zhang, Boyi ; Xie, Qianqian ; Huang, Jimin. In: Papers. RePEc:arx:papers:2304.00364. Full description at Econpapers || Download paper | |
2023 | Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange. (2023). Mortazavi, Mohsen. In: Papers. RePEc:arx:papers:2304.13818. Full description at Econpapers || Download paper | |
2023 | Robust Equilibrium Strategy for Mean-Variance Portfolio Selection. (2023). Zhou, Chao ; Qian, Shuaijie ; Li, Mengge. In: Papers. RePEc:arx:papers:2305.07166. Full description at Econpapers || Download paper | |
2024 | Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471. Full description at Econpapers || Download paper | |
2023 | Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023). (2023). Cattaneo, Matias ; Masatlioglu, Yusufcan. In: Papers. RePEc:arx:papers:2305.10934. Full description at Econpapers || Download paper | |
2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper | |
2023 | A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market. (2023). Maji, Soubhik ; Sarkar, Manas Kumar ; Kumar, Kushagra ; Majee, Atish Kumar ; Pathak, Anshuman ; Jaiswal, Aditya ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2305.17523. Full description at Econpapers || Download paper | |
2023 | From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance. (2023). Lalta, Sanjay Kumar ; Prasad, Grishma ; Hellstern, Gerhard ; Yeniaras, Esra ; Naik, Abha. In: Papers. RePEc:arx:papers:2307.01155. Full description at Econpapers || Download paper | |
2023 | Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation. (2023). Nikiporenko, Alexander. In: Papers. RePEc:arx:papers:2307.04045. Full description at Econpapers || Download paper | |
2023 | Multi-fractional Stochastic Dominance: Mathematical Foundations. (2023). Hur, Ozan ; Azmoodeh, Ehsan. In: Papers. RePEc:arx:papers:2307.08651. Full description at Econpapers || Download paper | |
2023 | Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph. (2023). Tatsumura, Kosuke ; Nakayama, Jun ; Hamakawa, Yohei ; Hidaka, Ryo. In: Papers. RePEc:arx:papers:2308.04769. Full description at Econpapers || Download paper | |
2023 | Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks. (2023). Sen, Jaydip. In: Papers. RePEc:arx:papers:2309.13696. Full description at Econpapers || Download paper | |
2023 | Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2023). Neely, Christopher ; Boudt, Kris ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2309.15705. Full description at Econpapers || Download paper | |
2023 | Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management. (2023). Tosidis, Pavlos ; Kirtas, Emmanouil ; Spanos, Dimitris ; Stefanidis, Kyriakos ; Tsampazis, Konstantinos ; Manousis, Theodoros ; Tzelepi, Maria ; Rodinos, Georgios ; Tefas, Anastasios ; Avramelou, Loukia ; Passalis, Nikolaos ; Tsantekidis, Avraam. In: Papers. RePEc:arx:papers:2309.16679. Full description at Econpapers || Download paper | |
2023 | A Portfolio Rebalancing Approach for the Indian Stock Market. (2023). Roychoudhury, Sayantani ; Dasgupta, Subhasis ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2310.09770. Full description at Econpapers || Download paper | |
2023 | A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market. (2023). Roychoudhury, Sayantani ; Sengupta, Partha Pratim ; Dasgupta, Arup. In: Papers. RePEc:arx:papers:2310.14748. Full description at Econpapers || Download paper | |
2023 | Maximizing Portfolio Predictability with Machine Learning. (2023). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2311.01985. Full description at Econpapers || Download paper | |
2023 | A General Framework for Portfolio Construction Based on Generative Models of Asset Returns. (2023). Chen, Kan ; Cheng, Tuoyuan. In: Papers. RePEc:arx:papers:2312.03294. Full description at Econpapers || Download paper | |
2024 | Risk exchange under infinite-mean Pareto models. (2024). Wang, Ruodu ; Embrechts, Paul ; Chen, Yuyu. In: Papers. RePEc:arx:papers:2403.20171. Full description at Econpapers || Download paper | |
2024 | Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Diversification-Enhancing Contrastive Learning. (2024). Lee, Yongjae ; Kim, Yejin. In: Papers. RePEc:arx:papers:2404.07223. Full description at Econpapers || Download paper | |
2024 | Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables. (2024). Theising, Etienne. In: Papers. RePEc:arx:papers:2405.03402. Full description at Econpapers || Download paper | |
2023 | Consequences of local social norms: A review of the literature in accounting, finance, and corporate governance. (2023). Alhadi, Ahmed Khamis ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:3-45. Full description at Econpapers || Download paper | |
2023 | Optimal health insurance. (2023). Phelps, Charles E. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:1:p:213-241. Full description at Econpapers || Download paper | |
2023 | Modern and post-modern portfolio theory as applied to moneyline betting. (2023). David, Harville. In: Journal of Quantitative Analysis in Sports. RePEc:bpj:jqsprt:v:19:y:2023:i:2:p:73-89:n:6. Full description at Econpapers || Download paper | |
2024 | Skewness Preferences: Evidence from Online Poker. (2024). Schneider, Dmitrij ; Kasinger, Johannes ; Dertwinkel-Kalt, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10977. Full description at Econpapers || Download paper | |
2023 | Balancing Volatility and Returns in the Czech National Banks Foreign Exchange Portfolio. (2022). Michl, Ales ; Adam, Tomas ; Skoda, Michal. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2023/01. Full description at Econpapers || Download paper | |
2023 | Land allocation and the adoption of innovative practices in agriculture: a real option modelling of the underlying hidden costs. (2023). Baudry, marc ; Tevenart, Camille ; Civel, Edouard. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-1. Full description at Econpapers || Download paper | |
2023 | Eco-anxiety, connectedness to nature, and green equity investments. (2023). Marsat, Sylvain ; Herve, Fabrice. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00099. Full description at Econpapers || Download paper | |
2023 | A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk. (2023). Maroufy, Vahed ; Madadi, Mohsen ; Rezapour, Mohsen ; Afhami, Bahareh. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:444:y:2023:i:c:s0096300322008761. Full description at Econpapers || Download paper | |
2023 | Handling the risk dimensions of wind energy generation. (2023). Santos-Alamillos, Francisco J ; Christodoulou, Theodoros ; Thomaidis, Nikolaos S. In: Applied Energy. RePEc:eee:appene:v:339:y:2023:i:c:s0306261923002891. Full description at Econpapers || Download paper | |
2023 | The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x. Full description at Econpapers || Download paper | |
2024 | Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Jeon, Joo Young ; Alvarenga, Estevo ; Park, Jungyeon ; Ahn, Kwangwon ; Kim, Hokyun ; Petropoulos, Fotios ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733. Full description at Econpapers || Download paper | |
2024 | A data envelopment analysis based evaluation of sustainable energy generation portfolio scenarios. (2024). Acquaye, Adolf ; Liu, Wenbin ; Turkson, Charles. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004008. Full description at Econpapers || Download paper | |
2023 | Irrational exuberance and deception — Why markets spin out of control. (2023). Mesly, Olivier. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000491. Full description at Econpapers || Download paper | |
2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper | |
2023 | Experiments in finance: A survey of historical trends. (2023). Huber, Christoph ; Kirchler, Michael. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200065x. Full description at Econpapers || Download paper | |
2023 | Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?. (2023). Montone, Maurizio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000485. Full description at Econpapers || Download paper | |
2023 | Ballot order effects in independent director elections. (2023). Granic, Georg ; Calluzzo, Paul ; Gonzalez, Tanja Artiga. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000497. Full description at Econpapers || Download paper | |
2024 | Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029. Full description at Econpapers || Download paper | |
2024 | Does the investment performance measure matter? A perspective from regulatory focus theory. (2024). Chau, Man Foon ; Chen, Jieyu ; Shu, Tse-Mei ; Ma, Alfred. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000133. Full description at Econpapers || Download paper | |
2024 | Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803. Full description at Econpapers || Download paper | |
2023 | Uncertain random enhanced index tracking for portfolio selection with parameter estimation and hypothesis test. (2023). Lu, Ziqiang ; Li, BO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000267. Full description at Econpapers || Download paper | |
2023 | Uncertain random portfolio selection with different mental accounts based on mixed data. (2023). Huang, Yayi ; Li, BO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000991. Full description at Econpapers || Download paper | |
2023 | Systemic risk of optioned portfolio: Controllability and optimization. (2023). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001070. Full description at Econpapers || Download paper | |
2023 | Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082. Full description at Econpapers || Download paper | |
2023 | Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model. (2023). Karadimitropoulou, Aikaterini ; Bettendorf, Timo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001628. Full description at Econpapers || Download paper | |
2024 | Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market. (2024). Li, Lingfei ; Wu, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001938. Full description at Econpapers || Download paper | |
2024 | Dynamic CVaR portfolio construction with attention-powered generative factor learning. (2024). Yan, Xing ; Wu, QI ; Sun, Chuting. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000137. Full description at Econpapers || Download paper | |
2023 | Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility. (2023). Mukashov, A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:187-202. Full description at Econpapers || Download paper | |
2023 | Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157. Full description at Econpapers || Download paper | |
2023 | Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512. Full description at Econpapers || Download paper | |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
2023 | Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523. Full description at Econpapers || Download paper | |
2024 | Robust portfolio selection with subjective risk aversion under dependence uncertainty. (2024). Li, Yuhan ; Su, Xiaoshan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000233. Full description at Econpapers || Download paper | |
2024 | Robust portfolio selection with smart return prediction. (2024). Li, Bin ; Tu, Xueyong. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000750. Full description at Econpapers || Download paper | |
2024 | Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Jehle, Camille ; Gosse, Jean-Baptiste. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816. Full description at Econpapers || Download paper | |
2023 | Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723. Full description at Econpapers || Download paper | |
2023 | Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x. Full description at Econpapers || Download paper | |
2024 | Uncertain mean-CVaR model for portfolio selection with transaction cost and investors’ preferences. (2024). Tang, Pan ; Zhu, Yuanguo ; Wang, Xiantao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001511. Full description at Econpapers || Download paper | |
2024 | Dynamic robust portfolio selection under market distress. (2024). Olmo, Jose ; Jiang, Yifu ; Atwi, Majed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001602. Full description at Econpapers || Download paper | |
2024 | Non-executive employee stock ownership plans and corporate innovation efficiency: Evidence from China. (2024). Xu, Lei ; Cui, Xuegang ; Zhang, Huili ; Wang, Kaiyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000500. Full description at Econpapers || Download paper | |
2024 | Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Muller, Fernanda Maria ; Righi, Marcelo Brutti ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652. Full description at Econpapers || Download paper | |
2024 | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Gaji-Glamolija, Marina ; Mani, Slavica ; Ivkov, Dejan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706. Full description at Econpapers || Download paper | |
2023 | Circular economy, operational eco-efficiency, and sufficiency. An integrated view. (2023). Thorpe, Andrea Stevenson ; Figge, Frank. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003536. Full description at Econpapers || Download paper | |
2023 | “Accelerating institutional funding of low-carbon investment: The potential for an investment emissions intensity tax”. (2023). Ameli, Nadia ; Fricaudet, Marie ; Donnelly, David. In: Ecological Economics. RePEc:eee:ecolec:v:207:y:2023:i:c:s0921800923000186. Full description at Econpapers || Download paper | |
2023 | Accelerated economic recovery in countries powered by renewables. (2023). McCann, Kevin S ; Costanza, Robert ; Kubiszewski, Ida ; Jackson, Andrew L ; Yang, Qiang ; Gellner, Gabriel ; Coscieme, Luca ; Donohue, Ian. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001799. Full description at Econpapers || Download paper | |
2023 | Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding. (2023). Qiu, Yumou ; Guo, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1337-1354. Full description at Econpapers || Download paper | |
2023 | Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models. (2023). Medeiros, Marcelo ; Caner, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:393-417. Full description at Econpapers || Download paper | |
2024 | Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415. Full description at Econpapers || Download paper | |
2024 | Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. (2024). Yang, Songshan ; Wen, Jiawei ; Li, Changcheng ; Cai, Zhanrui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000902. Full description at Econpapers || Download paper | |
2024 | Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646. Full description at Econpapers || Download paper | |
2024 | Robustifying Markowitz. (2024). Zhivotovskiy, Nikita ; Hardle, Wolfgang Karl ; Klochkov, Yegor ; Petukhina, Alla. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000180. Full description at Econpapers || Download paper | |
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2005 | Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions In: Operations Research. [Full Text][Citation analysis] | article | 29 |
1996 | The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference. In: Journal of Risk and Uncertainty. [Citation analysis] | article | 18 |
1996 | The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results. In: Journal of Risk and Uncertainty. [Citation analysis] | article | 15 |
2010 | Risk and Lack of Diversification under Employee Ownership and Shared Capitalism In: NBER Chapters. [Full Text][Citation analysis] | chapter | 15 |
2008 | Risk and Lack of Diversification under Employee Ownership and Shared Capitalism.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
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2018 | Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2021 | A further analysis of robust regression modeling and data mining corrections testing in global stocks In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
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1963 | A note on shortest path, assignment, and transportation problems In: Naval Research Logistics Quarterly. [Full Text][Citation analysis] | article | 3 |
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1957 | Computing procedures for portfolio selection (abstract) In: Naval Research Logistics Quarterly. [Full Text][Citation analysis] | article | 1 |
2012 | MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 3 |
2020 | The role of effective corporate decisions in the creation of efficient portfolios In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2020 | Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
2005 | RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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2009 | Rand [I] and The Cowles Foundation In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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