haku: @indexterm PORTFOLIO SELECTION / yhteensä: 92
viitteet: 47-56 / 92
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
47.
Incentives for effective risk management
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1407-1425
 2002 Danielsson, J.
Jorgensen, B. N.
Vries, C. G. de
48.
Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 563-588
 2002 Nam, K.
Pyun, C.S.
Arize, A.C.
49.
Portfolio and Consumption Decisions under Mean- Reverting Returns: An Exact Solution for Complete Markets
Journal of Financial and Quantitative Analysis
2002 : MAR, VOL. 37:1, p. 63-92
 2002 Wachter, J. A.
50.
Optimal Portfolio Selection with Transaction Costs and Finite Horizons
Review of Financial Studies
2002 : FALL, VOL. 15:3, p. 805-836
 2002 Liu, H.
Loewenstein, M.
51.
Battle for Alphas: Hedge Funds versus Long-Only Portfolios
Financial Analysts' Journal
2002 : MAR-APR, VOL. 58:2, p. 16-37
 2002 Duen-Li, K. .
52.
Analysis, ranking and selection of R&D projects in a portfolio
R. and D. Management
2002 : MAR, VOL. 32:2, p. 139-148
 2002 Linton, J. D.
Walsh, S. T.
Morabito, J.
53.
Financial Contagion and International Portfolio Flows
Financial Analysts' Journal
2002 : JAN-FEB, VOL. 58:1, p. 35-49
 2002 Royen, A.-S. van
54.
Markowitz's "Portfolio selecetion": a fifty-year retrospective
Journal of Finance
2002 : JUN, VOL. 57:3, p. 1041-1045
 2002 Rubinstein, M.
55.
Investing in equity mutual funds
Journal of Financial Economics
2002 : MAR, VOL. 63:3, p. 351-380
 2002 Pastor, L.
Stambaugh, R.F.
56.
Testing for mean-variance spanning: a survey
Journal of Empirical Finance
2001 : MAY, VOL. 8:2, p. 111-155
 2001 DeRoon, F. A.
Nijman, T. E.
« edellinen sivu | seuraava sivu »
SCIMA