Items where Subject is "P > Portfolio investment"

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Number of items at this level: 11.


Ban, G-Y and El Karoui, N E and Lim, A E B (2016) Machine learning and portfolio optimization. Management Science. ISSN 0025-1909 (In Press)

Bernard, D and Cade, N L and Hodge, F (2018) Investor behavior and the benefits of direct stock ownership. Journal Of Accounting Research. ISSN 0021-8456 (In Press)

Bunn, D W and Oliveira, F S (2016) Dynamic capacity planning using strategic slack valuation. European Journal of Operational Research, 253 (1). pp. 40-50. ISSN 0377-2217


Cooper, I and Sercu, P and Vanpee, R (2017) A measure of pure home bias. Review of Finance. ISSN 1572-3097 (In Press)


DeMiguel, V and Martín-Utrera, A and Nogales, F J (2015) Parameter uncertainty in multiperiod portfolio optimization with transaction costs. Journal of Financial and Quantitative Analysis, 50 (06). pp. 1443-1471. ISSN 0022-1090

Dimson, E and Marsh, P and Staunton, M (2016) Long-Term Asset Returns. In: Financial Market History: reflections on the past for investors today. CFA Institute Research Foundation, Charlottesville, VA, pp. 2-27. ISBN 9781944960131


Edmans, A and Goldstein, I and Jiang, W (2015) Feedback effects, asymmetric trading, and the limits to arbitrage. American Economic Review (AER), 105 (12). pp. 3766-3797. ISSN 0002-8282

Edmans, A and Heinle, M S and Huang, C (2016) The real costs of financial efficiency when some information is soft. Review of Finance, 20 (6). pp. 2151-2182. ISSN 1573-692X

Ehling, P and Graniero, A and Heyerdahl-Larsen, C (2017) Asset prices and portfolio choice with learning from experience. The Review Of Economic Studies. ISSN 0034-6527

Ehling, P and Heyerdahl-Larsen, C (2016) Correlations. Management Science, 63 (6). pp. 1919-1937. ISSN 0025-1909


Mei, X and DeMiguel, V and Nogales, F (2016) Multiperiod portfolio optimization with multiple risky assets and general transaction costs. Journal of Banking & Finance, 69 (August). pp. 108-120.

This list was generated on Tue Mar 20 08:13:58 2018 GMT.