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Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio
Operations Research
◽
10.1287/opre.2019.1858
◽
2019
◽
Author(s):
Long Zhao
◽
Deepayan Chakrabarti
◽
Kumar Muthuraman
Keyword(s):
Portfolio Construction
◽
Bounded Noise
◽
Error Amplification
Download Full-text
Related Documents
Cited By
References
Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio
SSRN Electronic Journal
◽
10.2139/ssrn.2999407
◽
2017
◽
Cited By ~ 1
Author(s):
Long Zhao
◽
Deepayan Chakrabarti
◽
Kumar Muthuraman
Keyword(s):
Portfolio Construction
◽
Bounded Noise
◽
Error Amplification
Download Full-text
Entrepreneurship Portfolio Construction and Management
PsycEXTRA Dataset
◽
10.1037/e605342012-010
◽
2011
◽
Author(s):
Aleksandras Vytautas Rutkauskas
◽
Viktorija Stasytyte
◽
Nijole Maknickiene
Keyword(s):
Portfolio Construction
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The European Office Market: Market Transparency and Portfolio Construction
10.15396/eres1999_123
◽
1999
◽
Keyword(s):
Portfolio Construction
◽
Market Transparency
◽
Office Market
Download Full-text
Tax-Aware Portfolio Construction
AIMR Conference Proceedings
◽
10.2469/cp.v1999.n2.7
◽
1999
◽
Vol 1999
(2)
◽
pp. 42-50
◽
Cited By ~ 1
Author(s):
Jean L.P. Brunel
Keyword(s):
Portfolio Construction
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Issues and Trends in Fixed-Income Portfolio Construction
AIMR Conference Proceedings
◽
10.2469/cp.v2002.n1.3168
◽
2002
◽
Vol 2002
(1)
◽
pp. 26-33
Author(s):
Peter J. Knez
Keyword(s):
Portfolio Construction
◽
Fixed Income
◽
Fixed Income Portfolio
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Constrained Optimization for Portfolio Construction
CFA Digest
◽
10.2469/dig.v42.n3.41
◽
2012
◽
Vol 42
(3)
◽
pp. 148-150
Author(s):
Gregory G. Gocek
Keyword(s):
Constrained Optimization
◽
Portfolio Construction
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REIT Selection and Portfolio Construction: Using Operating Efficiency as an Indicator of Performance
CFA Digest
◽
10.2469/dig.v34.n1.1405
◽
2004
◽
Vol 34
(1)
◽
pp. 11-12
Author(s):
C. Mitchell Conover
Keyword(s):
Operating Efficiency
◽
Portfolio Construction
Download Full-text
Strategic Hedge Fund of Fund Portfolio Construction
SSRN Electronic Journal
◽
10.2139/ssrn.1267030
◽
2002
◽
Cited By ~ 1
Author(s):
Mohsen Mazaheri
Keyword(s):
Hedge Fund
◽
Portfolio Construction
◽
Fund Portfolio
Download Full-text
Shortfall in Portfolio Construction, June 2009
SSRN Electronic Journal
◽
10.2139/ssrn.1425642
◽
2009
◽
Author(s):
MSCI Inc.
Keyword(s):
Portfolio Construction
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I Diversify: Portfolio Construction with Single Factor Weights
SSRN Electronic Journal
◽
10.2139/ssrn.1627282
◽
2010
◽
Author(s):
Yufen Fu
◽
George W. Blazenko
Keyword(s):
Portfolio Construction
◽
Single Factor
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