Items where Subject is "P > Portfolio investment"

Up a level
Export as [feed] Atom [feed] RSS
Group by: Creators | Item Type
Jump to: B | C | D | E | M
Number of items at this level: 8.

B

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

C

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

D

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

E

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

M

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 Wed Aug 23 01:01:51 2017 BST.