| 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 |
2 |
5 |
148 |
2 |
4 |
16 |
277 |
| A comparison of some aspects of the U.S. and Japanese equity markets |
1 |
1 |
2 |
94 |
1 |
1 |
5 |
213 |
| A note on shortest path, assignment, and transportation problems |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
11 |
| Can Noise Create the Size and Value Effects? |
0 |
0 |
1 |
21 |
0 |
3 |
27 |
120 |
| Computing procedures for portfolio selection (abstract) |
0 |
1 |
4 |
16 |
1 |
3 |
7 |
33 |
| Data Mining Corrections Testing in Chinese Stocks |
0 |
0 |
3 |
5 |
1 |
4 |
14 |
24 |
| Earnings forecasting in a global stock selection model and efficient portfolio construction and management |
0 |
0 |
2 |
43 |
2 |
8 |
22 |
174 |
| Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective |
0 |
0 |
1 |
17 |
0 |
0 |
4 |
47 |
| Employee stock ownership and diversification |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
30 |
| Foundations of Portfolio Theory |
6 |
13 |
49 |
1,714 |
13 |
25 |
103 |
3,375 |
| Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth |
0 |
0 |
2 |
8 |
2 |
2 |
14 |
62 |
| God, Ants and Thomas Bayes |
1 |
1 |
3 |
11 |
1 |
1 |
3 |
37 |
| Individual versus institutional investing |
0 |
2 |
4 |
265 |
0 |
3 |
8 |
565 |
| Investment for the Long Run: New Evidence for an Old Rule |
0 |
1 |
5 |
229 |
0 |
3 |
16 |
513 |
| MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN |
1 |
4 |
11 |
66 |
3 |
8 |
31 |
177 |
| Mean-Variance versus Direct Utility Maximization |
3 |
8 |
14 |
429 |
4 |
13 |
37 |
955 |
| Mean–variance approximations to expected utility |
5 |
11 |
43 |
287 |
10 |
22 |
94 |
723 |
| Nonnegative or Not Nonnegative: A Question about CAPMs |
0 |
0 |
1 |
77 |
0 |
0 |
3 |
208 |
| Normative portfolio analysis: Past, present, and future |
0 |
0 |
1 |
236 |
0 |
2 |
3 |
439 |
| PORTFOLIO SELECTION |
17 |
43 |
149 |
1,632 |
67 |
160 |
541 |
5,285 |
| Portfolio Analysis with Factors and Scenarios |
1 |
1 |
7 |
242 |
1 |
3 |
18 |
502 |
| Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions |
2 |
2 |
8 |
14 |
3 |
5 |
19 |
61 |
| Portfolio Optimization with Mental Accounts |
0 |
8 |
22 |
215 |
3 |
17 |
66 |
606 |
| Portfolio Theory: As I Still See It |
3 |
8 |
48 |
380 |
8 |
21 |
89 |
741 |
| Simulating with SIMSCRIPT |
0 |
1 |
2 |
22 |
0 |
1 |
7 |
139 |
| The Distribution System Simulator |
0 |
1 |
2 |
12 |
0 |
2 |
6 |
87 |
| The Elimination form of the Inverse and its Application to Linear Programming |
1 |
3 |
15 |
96 |
1 |
5 |
22 |
193 |
| The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
477 |
| The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
387 |
| The Utility of Wealth |
10 |
23 |
91 |
857 |
22 |
50 |
215 |
2,106 |
| The optimization of a quadratic function subject to linear constraints |
2 |
7 |
35 |
118 |
7 |
17 |
68 |
218 |
| Trains of Thought |
0 |
1 |
2 |
6 |
0 |
1 |
18 |
48 |
| Total Journal Articles |
53 |
142 |
532 |
7,267 |
153 |
385 |
1,483 |
18,833 |
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