May 21 2013 Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella   No arbitrage and a linear portfolio selection model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 24 2012 Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella   A new stochastic dominance approach to enhanced index tracking problems   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen   Oil-stock volatility transmission, portfolio selection and hedging   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 10 2011 Julien Chevallier   Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 08 2010 Masato Ubukata   Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 08 2008 Andrea Morone   Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 21 2008 Takaaki Aoki   One Proposition about Dynamic Portfolio Selection in an Open Economy and International Diversification   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 26 2006 Diego Nocetti   Portfolio Selection with Endogenous Estimation Risk   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 25 2004 M. Hossein Partovi and Michael Caputo   Principal Portfolios: Recasting the Efficient Frontier   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result