Earnings forecasting and mean–variance efficient portfolios in the United States.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 393, doi. 10.1007/s10479-024-06432-4
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- Publication type:
- Article
Works matching IS 02545330 AND DT 2025 AND VI 346 AND IP 1
Results: 34
1
2
Markowitz and the CAPM.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 673, doi. 10.1007/s10479-024-06404-8
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- Publication type:
- Article
3
Investments: the (almost) century of Markowitz Harry Markowitz: portfolio selection scholar, simulation creator, and applied investment researcher and consultant extraordinaire.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 1, doi. 10.1007/s10479-024-06396-5
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- Article
4
Long-range dependence and asset return anomaly.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 369, doi. 10.1007/s10479-024-06376-9
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- Publication type:
- Article
5
Improving empirical models and forecasts with saturation-based machine learning.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 447, doi. 10.1007/s10479-024-06373-y
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- Publication type:
- Article
6
Dollarization in Ecuador: 2000–2024.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 693, doi. 10.1007/s10479-024-06365-y
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- Publication type:
- Article
7
Seasonal affective disorder and currency markets.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 549, doi. 10.1007/s10479-024-06364-z
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- Publication type:
- Article
8
Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 585, doi. 10.1007/s10479-024-06356-z
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- Publication type:
- Article
9
The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 567, doi. 10.1007/s10479-024-06355-0
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- Publication type:
- Article
10
Portfolio selection revisited.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 137, doi. 10.1007/s10479-024-06340-7
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- Publication type:
- Article
11
Mean-variance and mean-ETL optimizations in portfolio selection: an update.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 657, doi. 10.1007/s10479-024-06337-2
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- Publication type:
- Article
12
Optimal asset allocation and nonlinear return predictability from the dividend-price ratio.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 415, doi. 10.1007/s10479-024-06332-7
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- Publication type:
- Article
13
If you get to San Diego, let's do lunch or dinner...
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 65, doi. 10.1007/s10479-024-06328-3
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- Publication type:
- Article
14
Conditional shortfall risk of lifetime consumption.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 623, doi. 10.1007/s10479-024-06316-7
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- Publication type:
- Article
15
Improving estimation of portfolio risk using new statistical factors.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 245, doi. 10.1007/s10479-024-06307-8
- By:
- Publication type:
- Article
16
Enhancing mean–variance portfolio optimization through GANs-based anomaly detection.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 217, doi. 10.1007/s10479-024-06293-x
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- Publication type:
- Article
17
Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 181, doi. 10.1007/s10479-024-06281-1
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- Publication type:
- Article
18
Mean-variance optimization with inferred regimes.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 341, doi. 10.1007/s10479-024-06267-z
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- Publication type:
- Article
19
Dynamic asset allocation with asset-specific regime forecasts.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 285, doi. 10.1007/s10479-024-06266-0
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- Publication type:
- Article
20
Enhancing Markowitz's portfolio selection paradigm with machine learning.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 319, doi. 10.1007/s10479-024-06257-1
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- Publication type:
- Article
21
The maximum geometric mean criterion: revisiting the Markowitz–Samuelson debate: survey and analysis.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 263, doi. 10.1007/s10479-024-06250-8
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- Publication type:
- Article
22
Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 67, doi. 10.1007/s10479-024-06248-2
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- Publication type:
- Article
23
Another puzzle: the growth in actively managed mutual funds.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 15, doi. 10.1007/s10479-024-06247-3
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- Publication type:
- Article
24
Expected return, realized return and asset pricing tests.
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- Annals of Operations Research, 2025, v. 346, n. 1, p. 43, doi. 10.1007/s10479-024-06246-4
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- Publication type:
- Article
25
Model-based vs. agnostic methods for the prediction of time-varying covariance matrices.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 511, doi. 10.1007/s10479-024-06238-4
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- Publication type:
- Article
26
Harry Markowitz, the Cowles Commission, and portfolio theory.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 99, doi. 10.1007/s10479-024-06223-x
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- Publication type:
- Article
27
To revise or not to revise? This is the question.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 157, doi. 10.1007/s10479-024-06214-y
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- Publication type:
- Article
28
Alternatives to classical option pricing.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 489, doi. 10.1007/s10479-024-06213-z
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- Publication type:
- Article
29
Harry Markowitz's contributions to utility theory.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 113, doi. 10.1007/s10479-024-06210-2
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- Publication type:
- Article
30
Vanguard and Fidelity active stock funds: both generally beat their same-style Vanguard index funds.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 645, doi. 10.1007/s10479-024-06196-x
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- Publication type:
- Article
31
Relative risk aversion must be close to 1.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 127, doi. 10.1007/s10479-024-06193-0
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- Publication type:
- Article
32
I never took a class from Harry Markowitz.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 41, doi. 10.1007/s10479-024-06187-y
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- Publication type:
- Article
33
Harry Markowitz and my AFA presidential address.
- Published in:
- Annals of Operations Research, 2025, v. 346, n. 1, p. 9, doi. 10.1007/s10479-024-06184-1
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- Publication type:
- Article
34
In a memory of the late Harry Markowitz.
- Published in:
- 2025
- By:
- Publication type:
- Book Review