Volume 45, Number 1, December 1993
: Computing efficient frontiers using estimated parameters.
, Masamitsu Ohnishi
: Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities.
Alan J. King
: Asymmetric risk measures and tracking models for portfolio optimization under uncertainty.
: Another explanation for the bias observed in the filter rule test.
: Optimal bank portfolio choice under fixed-rate deposit insurance.
: An interior point algorithm for large scale portfolio optimization.