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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
◽
Cited By ~ 1
Author(s):
Kiyoharu Tanaka
◽
Tomoya Suzuki
Keyword(s):
Portfolio Theory
Download Full-text
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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
◽
Cited By ~ 1
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
◽
Alpha Beta
◽
Portfolio Size
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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
◽
Price Of Risk
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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
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10.2139/ssrn.2394366
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2013
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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
◽
Cited By ~ 2
Author(s):
Arun Muralidhar
Keyword(s):
Prospect Theory
◽
Portfolio Theory
◽
Modern Portfolio Theory
◽
Missing Link
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Enhancing Multi-Asset Portfolio Construction Under Modern Portfolio Theory with a Robust Co-Movement Measure
SSRN Electronic Journal
◽
10.2139/ssrn.2627803
◽
2015
◽
Cited By ~ 4
Author(s):
Sander Gerber
◽
Harry Markowitz
◽
Punit Pujara
Keyword(s):
Portfolio Theory
◽
Portfolio Construction
◽
Modern Portfolio Theory
◽
Asset Portfolio
Download Full-text
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