1

THEORY OF RISK CAPITAL IN FINANCIAL FIRMS

Year:
1993
Language:
english
File:
PDF, 287 KB
english, 1993
2

Dynamic Strategies for Asset Allocation

Year:
1988
Language:
english
File:
PDF, 1.77 MB
english, 1988
3

50 Years in Review || Dynamic Strategies for Asset Allocation

Year:
1995
Language:
english
File:
PDF, 1.68 MB
english, 1995
4

Large-Scale Portfolio Optimization

Year:
1984
Language:
english
File:
PDF, 1.09 MB
english, 1984
5

The Right Amount of Assets under Management

Year:
1991
Language:
english
File:
PDF, 1.50 MB
english, 1991
6

The implementation shortfall

Year:
1988
Language:
english
File:
PDF, 281 KB
english, 1988
7

Portfolio Analysis with Factors and Scenarios

Year:
1981
Language:
english
File:
PDF, 186 KB
english, 1981
8

New trading practices and short-run market efficiency

Year:
1995
Language:
english
File:
PDF, 1.76 MB
english, 1995
9

A degeneracy exploiting LU factorization for the simplex method

Year:
1980
Language:
english
File:
PDF, 898 KB
english, 1980
10

Capital Allocation in Financial Firms

Year:
2005
Language:
english
File:
PDF, 180 KB
english, 2005
12

The Capital Asset Pricing Model

Year:
2004
Language:
english
File:
PDF, 2.39 MB
english, 2004
13

The changing character of stock market liquidity

Year:
1989
Language:
english
File:
PDF, 500 KB
english, 1989
14

Large-Scale Portfolio Optimization

Year:
1984
Language:
english
File:
PDF, 509 KB
english, 1984
15

Negative Real Interest Rates: The Conundrum for Investment and Spending Policies

Year:
2012
Language:
english
File:
PDF, 208 KB
english, 2012
17

Fundamentally Flawed Indexing

Year:
2007
Language:
english
File:
PDF, 1.05 MB
english, 2007
19

The Capital Asset Pricing Model

Year:
2004
Language:
english
File:
PDF, 139 KB
english, 2004
21

Dynamic Strategies for Asset Allocation

Year:
1995
Language:
english
File:
PDF, 1.74 MB
english, 1995
23

A generalization of the Frank—Wolfe theorem

Year:
1980
Language:
english
File:
PDF, 428 KB
english, 1980
25

Invited Editorial Comment

Year:
2009
Language:
english
File:
PDF, 249 KB
english, 2009
27

The Right Amount of Assets Under Management

Year:
1991
Language:
english
File:
PDF, 1.46 MB
english, 1991
28

Fundamentally Flawed Indexing

Year:
2007
Language:
english
File:
PDF, 508 KB
english, 2007