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Dec 23 2013 M. Hossein Partovi
  Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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