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| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
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Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 08 2010 |
Masato Ubukata |
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Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 25 2004 |
M. Hossein Partovi and Michael Caputo |
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Principal Portfolios: Recasting the Efficient Frontier |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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