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There are 15653 results for: content related to: On the Inverse of the Covariance Matrix in Portfolio Analysis

  1. Asset Pricing at the Millennium

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1515–1567, John Y. Campbell

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00260

  2. THE EFFECTS OF VARIABLE AND FIXED TRANSACTION COSTS ON OPTIMAL INVESTMENT DECISIONS

    Decision Sciences

    Volume 14, Issue 4, October 1983, Pages: 527–545, Rafael Lazimy and Haim Levy

    Article first published online : 7 JUN 2007, DOI: 10.1111/j.1540-5915.1983.tb00204.x

  3. The Sampling Error in Estimates of Mean-Variance Efficient Portfolio Weights

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 655–671, Mark Britten-Jones

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00120

  4. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  5. Does Option Compensation Increase Managerial Risk Appetite?

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2311–2331, Jennifer N. Carpenter

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00288

  6. Expected Idiosyncratic Volatility Measures and Expected Returns

    Financial Management

    Volume 41, Issue 3, Fall 2012, Pages: 519–553, Jason D. Fink, Kristin E. Fink and Hui He

    Article first published online : 24 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01209.x

  7. On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 549–573, Eric Ghysels

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.224803

  8. Overconfidence, Arbitrage, and Equilibrium Asset Pricing

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 921–965, Kent D. Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00350

  9. The Efficient Use of Conditioning Information in Portfolios

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 967–982, Wayne E. Ferson and Andrew F. Siegel

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00351

  10. You have free access to this content
    CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK

    The Journal of Finance

    Volume 19, Issue 3, September 1964, Pages: 425–442, William F. Sharpe

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1964.tb02865.x

  11. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  12. Portfolio Selection

    The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition

    Frank J. Fabozzi, Harry M. Markowitz, Petter N. Kolm, Francis Gupta, Pages: 45–78, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267028.ch3

  13. Optimal Financial Crises

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1245–1284, Franklin Allen and Douglas Gale

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00052

  14. RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 29–40, Eugene F. Fama

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02996.x

  15. Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2285–2309, Anthony W. Lynch and Pierluigi Balduzzi

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00287

  16. Consumption, Aggregate Wealth, and Expected Stock Returns

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 815–849, Martin Lettau and Sydney Ludvigson

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00347

  17. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078

  18. Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 433–470, Luis M. Viceira

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00333

  19. Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 721–742, Frans A. De Roon, Theo E. Nijman and Bas J. M. Werker

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00343

  20. You have free access to this content
    Mean-Variance Model for Portfolio Selection

    Chapter

    Encyclopedia of Financial Models

    Frank J. Fabozzi, Harry M. Markowitz, Petter N. Kolm and Francis Gupta

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0003