共 50 条
- [31] Resampled efficiency and portfolio choice [J]. Financial Markets and Portfolio Management, 2004, 18 (4): : 382 - 398
- [33] Optimal granularity for portfolio choice [J]. JOURNAL OF EMPIRICAL FINANCE, 2019, 50 : 125 - 146
- [36] Optimal portfolio choice with benchmarks [J]. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2019, 70 (10) : 1600 - 1621
- [39] Portfolio choice and liquidity constraints [J]. INTERNATIONAL ECONOMIC REVIEW, 2003, 44 (01) : 143 - 177