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 |
152 |
2 |
5 |
8 |
290 |
A comparison of some aspects of the U.S. and Japanese equity markets |
0 |
0 |
0 |
95 |
0 |
0 |
2 |
217 |
A further analysis of robust regression modeling and data mining corrections testing in global stocks |
0 |
1 |
2 |
5 |
0 |
1 |
7 |
27 |
A note on shortest path, assignment, and transportation problems |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
18 |
An Interview with Nobel Laureate Harry M. Markowitz |
1 |
1 |
3 |
3 |
1 |
1 |
4 |
4 |
Can Noise Create the Size and Value Effects? |
1 |
1 |
1 |
26 |
2 |
3 |
5 |
157 |
Computing procedures for portfolio selection (abstract) |
1 |
1 |
3 |
23 |
1 |
1 |
4 |
44 |
Data Mining Corrections Testing in Chinese Stocks |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
32 |
Earnings forecasting in a global stock selection model and efficient portfolio construction and management |
0 |
0 |
3 |
47 |
0 |
1 |
9 |
209 |
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective |
0 |
0 |
1 |
21 |
0 |
0 |
5 |
57 |
Employee stock ownership and diversification |
0 |
1 |
2 |
7 |
0 |
1 |
5 |
44 |
Foundations of Portfolio Theory |
2 |
5 |
34 |
1,803 |
3 |
11 |
71 |
3,589 |
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth |
0 |
0 |
3 |
12 |
0 |
0 |
6 |
86 |
God, Ants and Thomas Bayes |
0 |
0 |
2 |
15 |
0 |
0 |
5 |
46 |
Individual versus institutional investing |
1 |
1 |
6 |
277 |
1 |
1 |
13 |
588 |
Investment for the Long Run: New Evidence for an Old Rule |
1 |
1 |
4 |
242 |
2 |
3 |
14 |
554 |
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN |
0 |
2 |
6 |
89 |
1 |
3 |
18 |
232 |
Market Efficiency: A Theoretical Distinction and So What? |
0 |
0 |
1 |
1 |
1 |
1 |
5 |
5 |
Mean-Variance versus Direct Utility Maximization |
0 |
2 |
10 |
458 |
1 |
4 |
18 |
999 |
Mean–variance approximations to expected utility |
2 |
3 |
25 |
342 |
3 |
14 |
60 |
846 |
Nonnegative or Not Nonnegative: A Question about CAPMs |
0 |
0 |
1 |
79 |
0 |
0 |
2 |
213 |
Normative portfolio analysis: Past, present, and future |
0 |
0 |
1 |
240 |
1 |
1 |
3 |
449 |
PORTFOLIO SELECTION |
25 |
84 |
337 |
2,334 |
67 |
241 |
957 |
7,373 |
Portfolio Analysis with Factors and Scenarios |
1 |
3 |
6 |
256 |
3 |
5 |
10 |
530 |
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions |
2 |
2 |
4 |
23 |
3 |
3 |
9 |
79 |
Portfolio Optimization with Mental Accounts |
0 |
1 |
6 |
236 |
2 |
4 |
24 |
675 |
Portfolio Theory: As I Still See It |
3 |
13 |
38 |
471 |
4 |
16 |
69 |
921 |
Proposals Concerning the Current Financial Crisis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Simulating Security Markets in Dynamic and Equilibrium Modes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Simulating with SIMSCRIPT |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
143 |
Single-Period Mean–Variance Analysis in a Changing World (corrected) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
The Distribution System Simulator |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
88 |
The Early History of Portfolio Theory: 1600–1960 |
1 |
2 |
5 |
5 |
1 |
3 |
9 |
9 |
The Elimination form of the Inverse and its Application to Linear Programming |
1 |
1 |
7 |
116 |
1 |
3 |
16 |
236 |
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
492 |
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results |
0 |
0 |
0 |
2 |
2 |
3 |
7 |
397 |
The Utility of Wealth |
5 |
12 |
64 |
1,029 |
5 |
21 |
119 |
2,499 |
The optimization of a quadratic function subject to linear constraints |
1 |
10 |
54 |
240 |
1 |
15 |
91 |
422 |
Trains of Thought |
0 |
0 |
2 |
10 |
0 |
0 |
6 |
58 |
Trimability and Fast Optimization of Long–Short Portfolios |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
With Growth, a Growing Obligation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
“Fundamentally Flawed Indexing”: Comments |
0 |
0 |
2 |
2 |
0 |
0 |
2 |
2 |
Total Journal Articles |
48 |
147 |
635 |
8,704 |
110 |
368 |
1,600 |
22,633 |