1

Linear Trading Rules for Portfolio Management

Year:
2018
Language:
english
File:
PDF, 749 KB
english, 2018
2

The fundamental law of active management

Year:
1989
Language:
english
File:
PDF, 2.60 MB
english, 1989
3

Dynamic Portfolio Analysis

Year:
2007
Language:
english
File:
PDF, 576 KB
english, 2007
4

The Efficiency Gains of Long-Short Investing

Year:
2000
Language:
english
File:
PDF, 2.03 MB
english, 2000
5

Breadth, Skill, and Time

Year:
2011
Language:
english
File:
PDF, 848 KB
english, 2011
6

Mathematical Programming Methods of Pattern Classification

Year:
1972
Language:
english
File:
PDF, 1.27 MB
english, 1972
7

Mean-Variance and Scenario-Based Approaches to Portfolio Selection

Year:
1999
Language:
english
File:
PDF, 96 KB
english, 1999
8

Finite horizon approximations of infinite horizon linear programs

Year:
1977
Language:
english
File:
PDF, 690 KB
english, 1977
9

The Description of Portfolios

Year:
2011
Language:
english
File:
PDF, 1.29 MB
english, 2011
11

Normal Portfolios: Issues for Sponsors, Managers and Consultants

Year:
1989
Language:
english
File:
PDF, 1.42 MB
english, 1989
12

Is Beta Dead Again?

Year:
1993
Language:
english
File:
PDF, 1.43 MB
english, 1993
13

Attribution

Year:
2006
Language:
english
File:
PDF, 4.71 MB
english, 2006
14

Input Policies for a Longitudinal Manpower Flow Model

Year:
1976
Language:
english
File:
PDF, 421 KB
english, 1976
15

Market Value Maximization and Markov Dynamic Programming

Year:
1983
Language:
english
File:
PDF, 500 KB
english, 1983
17

Infinite Horizon Programs

Year:
1971
Language:
english
File:
PDF, 800 KB
english, 1971
18

Lagrangian Subgradients

Year:
1970
Language:
english
File:
PDF, 207 KB
english, 1970
19

Application Series || Optimal Control of a Graded Manpower System

Year:
1974
Language:
english
File:
PDF, 506 KB
english, 1974
20

Theory Series || A Generalized Discrete Dynamic Programming Model

Year:
1974
Language:
english
File:
PDF, 1.29 MB
english, 1974
21

The Efficiency Gains of Long–Short Investing

Year:
2000
Language:
english
File:
PDF, 203 KB
english, 2000
22

The transition fractions in organizational manpower planning models

Year:
1976
Language:
english
File:
PDF, 893 KB
english, 1976
23

Longitudinal manpower planning models

Year:
1976
Language:
english
File:
PDF, 706 KB
english, 1976
24

Optimal design of a manpower system

Year:
1978
Language:
english
File:
PDF, 392 KB
english, 1978
25

Global factors : Fact or fiction?

Year:
1989
Language:
english
File:
PDF, 958 KB
english, 1989
26

Symmetric Duality for Continuous Linear Programs

Year:
1970
Language:
english
File:
PDF, 1.05 MB
english, 1970
27

The Hirsch Conjecture in Leontief Substitution Systems

Year:
1971
Language:
english
File:
PDF, 294 KB
english, 1971
28

Limiting Distributions in a Linear Fractional Flow Model

Year:
1976
Language:
english
File:
PDF, 452 KB
english, 1976
29

Manpower Planning with Uncertain Requirements

Year:
1976
Language:
english
File:
PDF, 368 KB
english, 1976
30

Model Building Techniques for the Correction of End Effects in Multistage Convex Programs

Year:
1983
Language:
english
File:
PDF, 2.43 MB
english, 1983
31

Limiting Distributions in a Linear Fractional Flow Model

Year:
1976
Language:
english
File:
PDF, 482 KB
english, 1976
33

Incentive Fees: Who Wins? Who Loses?

Year:
1987
Language:
english
File:
PDF, 1.97 MB
english, 1987
34

Symmetric Duality for Continuous Linear Programs

Year:
1970
Language:
english
File:
PDF, 973 KB
english, 1970
35

Signal Weighting

Year:
2010
Language:
english
File:
PDF, 380 KB
english, 2010
36

Are Benchmark Portfolios Efficient?

Year:
1992
Language:
english
File:
PDF, 4.13 MB
english, 1992
37

The Information Horizon

Year:
1997
Language:
english
File:
PDF, 829 KB
english, 1997
38

Alpha is Volatility Times IC Times Score

Year:
1994
Language:
english
File:
PDF, 2.10 MB
english, 1994
39

Input Policies for a Longitudinal Manpower Flow Model

Year:
1976
Language:
english
File:
PDF, 788 KB
english, 1976
40

Domestic Grapes from Imported Wine

Year:
1996
Language:
english
File:
PDF, 12.88 MB
english, 1996
41

Theory Series || Mathematical Programming Methods of Pattern Classification

Year:
1972
Language:
english
File:
PDF, 1.96 MB
english, 1972
42

The Value-Added/Turnover Frontier

Year:
1993
Language:
english
File:
PDF, 5.61 MB
english, 1993
43

Theory Series || Lagrangian Subgradients

Year:
1970
Language:
english
File:
PDF, 498 KB
english, 1970
44

A Generalized Discrete Dynamic Programming Model

Year:
1974
Language:
english
File:
PDF, 798 KB
english, 1974
45

Theory Series || Infinite Horizon Programs

Year:
1971
Language:
english
File:
PDF, 1.49 MB
english, 1971
46

Market Value Maximization and Markov Dynamic Programming

Year:
1983
Language:
english
File:
PDF, 1.28 MB
english, 1983
47

Optimal Control of a Graded Manpower System

Year:
1974
Language:
english
File:
PDF, 1.36 MB
english, 1974
48

The payment scheduling problem

Year:
1972
Language:
english
File:
PDF, 548 KB
english, 1972
49

Continuous programming part two: Nonlinear objectives

Year:
1969
Language:
english
File:
PDF, 662 KB
english, 1969
50

Duality overlap in infinite linear programs

Year:
1973
Language:
english
File:
PDF, 140 KB
english, 1973