Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A NOTE ON SEMIVARIANCE |
0 |
0 |
2 |
153 |
0 |
2 |
10 |
294 |
A comparison of some aspects of the U.S. and Japanese equity markets |
0 |
0 |
0 |
95 |
1 |
1 |
3 |
220 |
A further analysis of robust regression modeling and data mining corrections testing in global stocks |
0 |
0 |
1 |
5 |
1 |
1 |
3 |
28 |
A note on shortest path, assignment, and transportation problems |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
20 |
An Interview with Nobel Laureate Harry M. Markowitz |
0 |
0 |
3 |
3 |
0 |
0 |
6 |
6 |
Can Noise Create the Size and Value Effects? |
0 |
0 |
1 |
26 |
1 |
1 |
4 |
158 |
Computing procedures for portfolio selection (abstract) |
0 |
0 |
5 |
26 |
0 |
1 |
7 |
49 |
Data Mining Corrections Testing in Chinese Stocks |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |
Earnings forecasting in a global stock selection model and efficient portfolio construction and management |
0 |
1 |
2 |
49 |
0 |
3 |
7 |
214 |
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective |
0 |
1 |
1 |
22 |
0 |
1 |
4 |
58 |
Employee stock ownership and diversification |
0 |
0 |
2 |
7 |
0 |
0 |
4 |
44 |
Foundations of Portfolio Theory |
1 |
1 |
22 |
1,810 |
5 |
8 |
53 |
3,616 |
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
86 |
God, Ants and Thomas Bayes |
0 |
0 |
1 |
15 |
0 |
1 |
3 |
48 |
Individual versus institutional investing |
0 |
0 |
1 |
277 |
0 |
0 |
5 |
589 |
Investment for the Long Run: New Evidence for an Old Rule |
0 |
0 |
2 |
243 |
1 |
1 |
7 |
556 |
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN |
0 |
1 |
5 |
91 |
0 |
1 |
12 |
236 |
Market Efficiency: A Theoretical Distinction and So What? |
1 |
2 |
3 |
3 |
1 |
2 |
6 |
8 |
Mean-Variance versus Direct Utility Maximization |
0 |
0 |
4 |
459 |
0 |
9 |
18 |
1,012 |
Mean–variance approximations to expected utility |
2 |
3 |
21 |
352 |
5 |
9 |
51 |
868 |
Nonnegative or Not Nonnegative: A Question about CAPMs |
0 |
0 |
1 |
80 |
0 |
0 |
14 |
226 |
Normative portfolio analysis: Past, present, and future |
0 |
0 |
2 |
241 |
0 |
0 |
5 |
451 |
PORTFOLIO SELECTION |
19 |
52 |
290 |
2,464 |
72 |
191 |
849 |
7,793 |
Portfolio Analysis with Factors and Scenarios |
1 |
1 |
7 |
258 |
1 |
1 |
12 |
535 |
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions |
0 |
0 |
2 |
23 |
0 |
3 |
9 |
82 |
Portfolio Optimization with Mental Accounts |
0 |
1 |
7 |
240 |
1 |
3 |
18 |
682 |
Portfolio Theory: As I Still See It |
0 |
5 |
32 |
487 |
3 |
12 |
56 |
953 |
Proposals Concerning the Current Financial Crisis |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
5 |
Simulating Security Markets in Dynamic and Equilibrium Modes |
0 |
1 |
1 |
1 |
0 |
1 |
3 |
3 |
Simulating with SIMSCRIPT |
0 |
0 |
1 |
23 |
1 |
2 |
5 |
146 |
Single-Period Mean–Variance Analysis in a Changing World (corrected) |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
4 |
The Distribution System Simulator |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
89 |
The Early History of Portfolio Theory: 1600–1960 |
1 |
4 |
12 |
13 |
1 |
5 |
22 |
23 |
The Elimination form of the Inverse and its Application to Linear Programming |
0 |
1 |
5 |
119 |
0 |
2 |
12 |
241 |
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
493 |
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results |
0 |
0 |
0 |
2 |
0 |
2 |
7 |
399 |
The Utility of Wealth |
6 |
9 |
36 |
1,046 |
13 |
22 |
81 |
2,544 |
The optimization of a quadratic function subject to linear constraints |
2 |
7 |
36 |
261 |
3 |
13 |
61 |
456 |
Trains of Thought |
0 |
0 |
2 |
11 |
0 |
1 |
5 |
61 |
Trimability and Fast Optimization of Long–Short Portfolios |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
With Growth, a Growing Obligation |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
“Fundamentally Flawed Indexing”: Comments |
1 |
1 |
3 |
3 |
1 |
1 |
6 |
6 |
Total Journal Articles |
34 |
91 |
515 |
8,942 |
115 |
308 |
1,391 |
23,339 |