2 research outputs found
A Survey of Alternative Equity Index Strategies
- Author
- Amit Goyal
- Andrew Ang
- Andr� Perold
- Appendix Ia
- Arnott
- Arnott
- Barclay&apos
- Bryce Little
- Dimiguel
- Donald Keim
- Jason C Hsu
- Jason C Hsu
- Jason C. Hsu
- Leonard Kaufman
- Mark M Carhart
- Martijn Cremers
- No�l Amenc
- Olivier Ledoit
- Paul D Kaplan
- Ravi Jagannathan
- Richard Michaud
- Robert A Haugen
- Robert D Arnott
- Robert D Arnott
- Robert D Arnott
- Robert D Arnott
- Robert Fernholz
- Roger G Clarke
- Tuomo Vuolteenaho
- Tzee-man Chow
- V K Chopra
- Vitali Kalesnik
- Yves Choueifaty
- Yves Choueifaty
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Diversification and Correlation Ambiguity
- Author
- A Ang
- B V Halldorsson
- D Easley
- D Ellsberg
- F H Knight
- H H Huang
- H Liu
- H M Markowitz
- I Gilboa
- J D Jobson
- J Fouque
- J Jiang
- J Tobin
- J Y Campbell
- Jun Liu
- L E Calvet
- L Garlappi
- L P Hansen
- M B Goldman
- M Guidolin
- M J Brennan
- M Kacperczyk
- O Ledoit
- P A Samuelson
- P Boyle
- P J Maenhout
- R D Macminn
- R Jagannathan
- R Merton
- R Roche
- R T Rockafellar
- R Uppal
- S J Kim
- S Van Nieuwerburgh
- T Mitton
- V Dimiguel
- W N Goetzmann
- Xudong Zeng
- Y Izhakian
- Z Ivkovi�civkovi�c
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study