| 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 |
5 |
143 |
1 |
5 |
14 |
261 |
| A comparison of some aspects of the U.S. and Japanese equity markets |
0 |
0 |
1 |
92 |
0 |
2 |
5 |
208 |
| A note on shortest path, assignment, and transportation problems |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
11 |
| Can Noise Create the Size and Value Effects? |
0 |
0 |
3 |
20 |
0 |
6 |
31 |
93 |
| Computing procedures for portfolio selection (abstract) |
1 |
2 |
7 |
12 |
1 |
3 |
13 |
26 |
| Data Mining Corrections Testing in Chinese Stocks |
0 |
2 |
2 |
2 |
0 |
5 |
10 |
10 |
| Earnings forecasting in a global stock selection model and efficient portfolio construction and management |
1 |
1 |
1 |
41 |
6 |
12 |
19 |
152 |
| Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective |
0 |
1 |
5 |
16 |
0 |
3 |
11 |
43 |
| Employee stock ownership and diversification |
0 |
0 |
1 |
2 |
2 |
5 |
11 |
28 |
| Foundations of Portfolio Theory |
7 |
21 |
64 |
1,665 |
14 |
43 |
141 |
3,272 |
| Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth |
0 |
0 |
1 |
6 |
2 |
5 |
14 |
48 |
| God, Ants and Thomas Bayes |
0 |
1 |
4 |
8 |
0 |
2 |
6 |
34 |
| Individual versus institutional investing |
0 |
0 |
3 |
261 |
0 |
1 |
10 |
557 |
| Investment for the Long Run: New Evidence for an Old Rule |
0 |
1 |
1 |
224 |
0 |
5 |
8 |
497 |
| MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN |
0 |
4 |
17 |
55 |
2 |
15 |
43 |
146 |
| Mean-Variance versus Direct Utility Maximization |
0 |
6 |
12 |
415 |
3 |
17 |
34 |
918 |
| Mean–variance approximations to expected utility |
4 |
11 |
40 |
244 |
8 |
29 |
122 |
629 |
| Nonnegative or Not Nonnegative: A Question about CAPMs |
0 |
0 |
1 |
76 |
0 |
4 |
9 |
205 |
| Normative portfolio analysis: Past, present, and future |
1 |
1 |
2 |
235 |
1 |
4 |
7 |
436 |
| PORTFOLIO SELECTION |
15 |
60 |
275 |
1,483 |
57 |
223 |
986 |
4,744 |
| Portfolio Analysis with Factors and Scenarios |
1 |
1 |
7 |
235 |
2 |
7 |
22 |
484 |
| Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions |
0 |
1 |
3 |
6 |
3 |
7 |
17 |
42 |
| Portfolio Optimization with Mental Accounts |
4 |
10 |
31 |
193 |
10 |
33 |
79 |
540 |
| Portfolio Theory: As I Still See It |
7 |
24 |
58 |
332 |
12 |
44 |
111 |
652 |
| Simulating with SIMSCRIPT |
0 |
0 |
0 |
20 |
0 |
3 |
5 |
132 |
| The Distribution System Simulator |
0 |
0 |
2 |
10 |
0 |
2 |
6 |
81 |
| The Elimination form of the Inverse and its Application to Linear Programming |
3 |
5 |
19 |
81 |
7 |
14 |
36 |
171 |
| The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference |
0 |
0 |
0 |
1 |
2 |
3 |
11 |
475 |
| The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results |
0 |
0 |
0 |
2 |
3 |
5 |
8 |
384 |
| The Utility of Wealth |
6 |
35 |
122 |
766 |
20 |
79 |
289 |
1,891 |
| The optimization of a quadratic function subject to linear constraints |
3 |
12 |
50 |
83 |
7 |
25 |
88 |
150 |
| Trains of Thought |
0 |
1 |
3 |
4 |
0 |
3 |
16 |
30 |
| Total Journal Articles |
53 |
200 |
740 |
6,735 |
163 |
616 |
2,185 |
17,350 |
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