On portfolio optimization: forecasting covariances and choosing the risk model.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1999 AND VI 12 AND IP 5
Results: 10
1
2
Stock market overreactions to bad news in good times: a rational expectations equilibrium model.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5, doi. 10.1093/rfs/12.5.975
- By:
- Publication type:
- Article
3
Volatility timing in mutual funds: evidence from daily returns.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5, doi. 10.1093/rfs/12.5.1009
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- Publication type:
- Article
4
The determinants of mutual fund starts.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5, doi. 10.1093/rfs/12.5.1043
- By:
- Publication type:
- Article
5
The specialist's discretion: stopped orders and price improvement.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5, doi. 10.1093/rfs/12.5.1075
- By:
- Publication type:
- Article
6
A new estimate of transaction costs.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5
- By:
- Publication type:
- Article
7
Changes of numeraire for pricing futures, forwards, and options.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5, doi. 10.1093/rfs/12.5.1143
- By:
- Publication type:
- Article
8
Adaptive learning in financial markets.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5
- By:
- Publication type:
- Article
9
Stock returns and inflation with supply and demand disturbances.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5, doi. 10.1093/rfs/12.5.1203
- By:
- Publication type:
- Article
10
The second fundamental theorem of asset pricing: a new approach.
- Published in:
- Review of Financial Studies, 1999, v. 12, n. 5, doi. 10.1093/rfs/12.5.1219
- By:
- Publication type:
- Article