Period of time: 2014年10期
Publisher: Routledge Ltd
Founded in: 2001
Total resources: 87
ISSN: 1469-7688
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Quantitative Finance,volume 11,issue 10
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When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio
By Chen Li,He Simai,Zhang Shuzhong in (2011)
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.Effects of skewness and kurtosis on portfolio rankings
By Pierro Massimo Di,Mosevich Jack in (2011)
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.Harry Markowitz: Selected Works, edited by Harry M. Markowitz
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.A Benchmark Approach to Quantitative Finance, by Eckhard Platen and David Heath
By Runggaldier Wolfgang in (2011)
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.Mean–variance efficient portfolios with many assets: 50% short
By Levy Moshe,Ritov Ya'acov in (2011)
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.Hybrid metaheuristics for constrained portfolio selection problems
By Gaspero Luca Di,Tollo Giacomo Di,Roli Andrea,Schaerf Andrea in (2011)
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.A VaR Black–Litterman model for the construction of absolute return fund-of-funds
By Lejeune Miguel A. in (2011)
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework
By Hellmich Martin,Kassberger Stefan in (2011)
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.Using first degree stochastic dominance in allocation tasks: an experimental study
By Shavit Tal,Rosenboim Mosi in (2011)
Quantitative Finance,volume 11,issue 10 , Vol. 11, Iss. 10, 2011-10 , pp.