search query: @author Korkie, B. / total: 12
references: 1-10 / 12
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1.
A Mean-Variance Analysis of Self-Financing Portfolios
Management Science
2002 : MAR, VOL. 48:3, p. 427-443
 2002 Korkie, B.
Turtle, H. J.
2.
The dual contributions of information instruments in return models: magnitude and direction predictability
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 511-523
 2002 Korkie, B.
Sivakumar, R.
Turtle, H.
3.
A contingent claim analysis of closed-end fund premia
International Review of Financial Analysis
2001 : VOL. 10:4, p. 365-394
 2001 Korkie, B.
Nakamura, M.
Turtle, H.J.
4.
Block holding and keiretsu in Japan: The effects of capital markets liberalization measures on the stock market
Journal of International Money and Finance
1997 : FEB, VOL. 16:1, p. 113-140
 1997 Korkie, B.
Nakamura, M.
5.
Inferences for arbitrage profits and stochastic dominance in managed portfolios
International Review of Financial Analysis
1993 : VOL. 2:2, p. 97-119
 1993 Korkie, B.
6.
A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency.
Journal of Financial and Quantitative Analysis
1989 : JUN, VOL. 24:2, p. 185-204
 1989 Jobson, J. D.
Korkie, B.
7.
Corrections for trading frictions in multivariate returns
Journal of Finance
1989 : DEC, VOL.44:5, p. 1421-1434
 1989 Korkie, B.
8.
Market line deviations and market anomalies with reference to small and large firms.
Journal of Financial and Quantitative Analysis
1986 : JUN, VOL. 21:2, p. 161-180
 1986 Korkie, B.
9.
On the Jensen measure and marginal improvements in portfolio performance : a note.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 245-251
 1984 Jobson, J. D.
Korkie, B.
10.
Statistical inference in two-parameter portfolio theory with regression software.
Journal of Financial and Quantitative Analysis
1983 : JUN, VOL. 18:2, p. 189-197
 1983 Jobson, J. D.
Korkie, B.
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