OPTIMAL SELECTION OF PASSIVE PORTFOLIOS

被引:31
|
作者
RUDD, A [1 ]
机构
[1] CORNELL UNIV,GRAD SCH BUSINESS & PUBL ADM,ITHACA,NY 14853
关键词
D O I
10.2307/3665314
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:57 / 66
页数:10
相关论文
共 50 条
  • [41] On value preserving and growth optimal portfolios
    Korn, R
    Schäl, M
    MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 1999, 50 (02) : 189 - 218
  • [42] A SUPPLIER SELECTION MODEL FOR PROJECT PORTFOLIOS
    Tosun, Suleyman
    Onut, Semih
    SIGMA JOURNAL OF ENGINEERING AND NATURAL SCIENCES-SIGMA MUHENDISLIK VE FEN BILIMLERI DERGISI, 2014, 32 (03): : 365 - 380
  • [43] Socially responsible multiobjective optimal portfolios
    Sahamkhadam, Maziar
    Stephan, Andreas
    JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2024, 75 (10) : 2065 - 2076
  • [44] OPTIMAL PORTFOLIOS RELATIVE TO BENCHMARK ALLOCATIONS
    LEIBOWITZ, ML
    BADER, LN
    KOGELMAN, S
    JOURNAL OF PORTFOLIO MANAGEMENT, 1993, 19 (04): : 18 - 29
  • [45] OPTIMAL BANK PORTFOLIOS AND THE CREDIT CRUNCH
    PASSMORE, W
    SHARPE, S
    JOURNAL OF FINANCE, 1994, 49 (03): : 1090 - 1091
  • [46] Optimal portfolios for exponential Levy processes
    Kallsen, J
    MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2000, 51 (03) : 357 - 374
  • [47] Optimal trend-following portfolios
    Valeyre, Sebastien
    JOURNAL OF INVESTMENT STRATEGIES, 2023, 12 (03): : 1 - 21
  • [48] Optimal Portfolios with Credit Default Swaps
    Giuseppe Ambrosini
    Francesco Menoncin
    Journal of Financial Services Research, 2018, 54 : 81 - 109
  • [49] Robust Growth-Optimal Portfolios
    Rujeerapaiboon, Napat
    Kuhn, Daniel
    Wiesemann, Wolfram
    MANAGEMENT SCIENCE, 2016, 62 (07) : 2090 - 2109
  • [50] MINIMUM VARIANCE AND OPTIMAL ASYMPTOTIC PORTFOLIOS
    BICKEL, SH
    MANAGEMENT SCIENCE SERIES A-THEORY, 1969, 16 (03): : 221 - 226