Portfolio Construction, Measurement, and Efficiency
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Published By Springer International Publishing

9783319339740, 9783319339764
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Duality of Value and Mean Reversion

2016 ◽  
pp. 229-238 ◽  
Author(s):  
Noah Beck ◽  
Shingo Goto ◽  
Jason Hsu ◽  
Vitali Kalesnik
Keyword(s):  
Mean Reversion

Market Timing

2016 ◽  
pp. 49-71 ◽  
Author(s):  
Ravi Jagannathan ◽  
Robert A. Korajczyk
Keyword(s):  
Market Timing

Leveling the Playing Field

2016 ◽  
pp. 421-430
Author(s):  
Jonathan B. Berk ◽  
Jules H. van Binsbergen
Keyword(s):  
Playing Field

Constructing Mean Variance Efficient Frontiers Using Foreign Large Blend Mutual Funds

2016 ◽  
pp. 315-329
Author(s):  
Ganlin Xu ◽  
Harry Markowitz ◽  
Minyee Wang ◽  
John B. Guerard
Keyword(s):  
Mutual Funds ◽  
Efficient Frontiers ◽  
Mean Variance

Alpha Construction in a Consistent Investment Process

2016 ◽  
pp. 257-274 ◽  
Author(s):  
Sebastián Ceria ◽  
Kartik Sivaramakrishnan ◽  
Robert A. Stubbs
Keyword(s):  
Investment Process

Returns, Risk, Portfolio Selection, and Evaluation

2016 ◽  
pp. 73-110 ◽  
Author(s):  
Phoebus J. Dhrymes ◽  
John B. Guerard
Keyword(s):  
Portfolio Selection
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