Static Portfolio Theory: CAPM and Extensions

Asset Prices, Booms and Recessions ◽

10.1007/978-3-642-20680-1_9 ◽

2011 ◽

pp. 105-113

Author(s):

Willi Semmler

Keyword(s):

Portfolio Theory

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Dynamical Portfolio Theory by Nonlinear Bagging Predictors

IEICE Proceeding Series ◽

10.15248/proc.1.527 ◽

2014 ◽

Vol 1 ◽

pp. 527-530 ◽

Author(s):

Kiyoharu Tanaka ◽

Tomoya Suzuki

Keyword(s):

Portfolio Theory

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The Random Walk Hypothesis, Performance Management, and Portfolio Theory

Financial Analysts Journal ◽

10.2469/faj.v24.n2.114 ◽

1968 ◽

Vol 24 (2) ◽

pp. 114-119 ◽

Author(s):

Edward F. Renshaw

Keyword(s):

Random Walk ◽

Performance Management ◽

Portfolio Theory ◽

Random Walk Hypothesis

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Behavioral Finance and Behavioral Economics: Question of Correlation in the Context of Portfolio Theory

Finance and business ◽

10.31085/1814-4802-2020-16-1-23-45 ◽

2020 ◽

pp. 23-45

Author(s):

N. M. Redkin

Keyword(s):

Behavioral Economics ◽

Behavioral Finance ◽

Portfolio Theory

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Digital Portfolio Theory: Portfolio Size, Versus Alpha, Beta, and Horizon Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1570621 ◽

2009 ◽

Author(s):

C. Kenneth Jones

Keyword(s):

Portfolio Theory ◽

Digital Portfolio ◽

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On the Unscientific Nature of Portfolio Theory

SSRN Electronic Journal ◽

10.2139/ssrn.1650437 ◽

2010 ◽

Author(s):

Min Deng

Keyword(s):

Portfolio Theory

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Does Behavioral Portfolio Theory Support Markowitz Theory? Evidence from French Data

SSRN Electronic Journal ◽

10.2139/ssrn.1928525 ◽

2011 ◽

Author(s):

Marie Pfiffelmann ◽

Olga Bourachnikova

Keyword(s):

Portfolio Theory ◽

Behavioral Portfolio Theory

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The Price of Risk: From Modern Portfolio Theory to Leveraged Portfolio Theory

SSRN Electronic Journal ◽

10.2139/ssrn.2040683 ◽

2012 ◽

Author(s):

Olivier Le Marois ◽

Julie Mikhalevsky ◽

Raphael Douady

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory ◽

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Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2226985 ◽

2012 ◽

Author(s):

Robert Ferguson

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Modern Portfolio Theory ◽

Asset Pricing Model ◽

Stochastic Portfolio Theory

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On the Unscientific Nature of the Portfolio Theory

SSRN Electronic Journal ◽

10.2139/ssrn.2394366 ◽

2013 ◽

Author(s):

Min Deng

Keyword(s):

Portfolio Theory

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Modern Prospect Theory: The Missing Link Between Modern Portfolio Theory and Prospect Theory

SSRN Electronic Journal ◽

10.2139/ssrn.2492603 ◽

2014 ◽

Author(s):

Arun Muralidhar

Keyword(s):

Prospect Theory ◽

Portfolio Theory ◽

Modern Portfolio Theory ◽

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