Quantifying the Returns of ESG Investing: An Empirical Analysis with Six ESG Metrics.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 216, doi. 10.3905/jpm.2024.50.8.216
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- Article
Works matching IS 00954918 AND DT 2024 AND VI 50 AND IP 8
Results: 18
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The Markowitzatron: From Modern Portfolio Theory to Modern Petroleum Theory.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 260, doi. 10.3905/jpm.2024.50.8.260
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- Article
3
Mean–Variance Analysis, the Geometric Mean, and Horizon Mismatch.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 161, doi. 10.3905/jpm.2024.50.8.161
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- Article
4
Shrinking the Size Effect.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 240, doi. 10.3905/jpm.2024.50.8.240
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- Article
5
Data-Driven Mean–Variance Sparse Portfolio Selection under Leverage Control.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 196, doi. 10.3905/jpm.2024.50.8.196
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- Publication type:
- Article
6
Data Mining Corrections and Mutual Fund Performance.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 182, doi. 10.3905/jpm.2024.50.8.182
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- Article
7
Further Applications of Mean–Variance Optimization.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 250, doi. 10.3905/jpm.2024.50.8.250
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- Article
8
Markowitz Portfolio Construction at Seventy.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 117, doi. 10.3905/jpm.2024.50.8.117
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- Article
9
Untangling Universality and Dispelling Myths in Mean–Variance Optimization.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 90, doi. 10.3905/jpm.2024.50.8.090
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- Article
10
Portfolio Insurance, Portfolio Theory, Market Simulation, and Risks of Portfolio Leverage.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 60, doi. 10.3905/jpm.2024.50.8.060
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- Article
11
From Portfolio Selection to Portfolio Choice: Remembering Harry Markowitz.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 45, doi. 10.3905/jpm.2024.50.8.045
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- Article
12
A Tribute to Harry Markowitz.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 39, doi. 10.3905/jpm.2024.50.8.039
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- Article
13
Reminiscences on an Extraordinary Gentleman.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 34, doi. 10.3905/jpm.2024.50.8.034
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- Article
14
Eggs in a Basket: Harry Markowitz's Contribution and How I Achieved Erdős 3.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 30, doi. 10.3905/jpm.2024.50.8.030
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- Article
15
Harry Markowitz's Two Intellectual Children: Mean–Variance and Behavioral Portfolio Theories.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 24, doi. 10.3905/jpm.2024.50.8.024
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- Article
16
Markowitz Remembrance.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 17, doi. 10.3905/jpm.2024.50.8.017
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- Article
17
Portfolio Selection: Efficient Diversification of Investments, 1959.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 15, doi. 10.3905/jpm.2024.50.8.015
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- Article
18
Editors' Introduction: The Birth of Portfolio Theory.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 2, doi. 10.3905/jpm.2024.50.8.002
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- Publication type:
- Article