2 research outputs found
International asset allocation using the market implied cost of capital
- Author
- A Ang
- A Ghalanos
- A Meucci
- A Nekrasov
- B Kelly
- B Rossi
- BH Solnik
- C Lee
- CB Barry
- CJ Campbell
- CS Asness
- D Basu
- David Rapach
- DB Nelson
- DE Rapach
- EF Fama
- EJ Elton
- F Black
- FJ Fabozzi
- GM Frankfurter
- H Markowitz
- I Domowitz
- I Welch
- J Claus
- J Driessen
- J Livnat
- JA Ohlson
- JD Jobson
- JY Campbell
- K Hou
- L Martellini
- LR Glosten
- M Eling
- M Statman
- MJ Best
- O Ledoit
- OS Ince
- P Odier
- Patrick Bielstein
- PD Easton
- PD Easton
- PD Kaplan
- RA Haugen
- RA Meese
- RA Meese
- RC Jones
- RD Arnott
- RO Michaud
- S Farinelli
- S Satchell
- SJ Grossman
- SL Beach
- SR Das
- T Cenesizoglu
- TE Clark
- U Herold
- V DeMiguel
- VK Chopra
- W Bessler
- W Drobetz
- W Guay
- W Huang
- W Lee
- WF Shadwick
- WF Sharpe
- WR Gebhardt
- Y Li
- Y Tang
- Ľ Pástor
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Mean-variance optimization using forward-looking return estimates
- Author
- A Frazzini
- A Nekrasov
- AG Karolyi
- AH Chen
- AM Soe
- AO Hirschman
- C Lee
- C Phengpis
- CB Barry
- CJ Campbell
- CR Harvey
- CSA Cheng
- CW Chen
- D Blitz
- D Gode
- E Fama
- EF Fama
- EF Fama
- EF Fama
- EJ Elton
- GM Frankfurter
- H Markowitz
- HH Chen
- J Claus
- JA Ohlson
- JB Kim
- JD Jobson
- JE Hilliard
- JH Stock
- K Hou
- KK Li
- M Kritzman
- M Statman
- Matthias X. Hanauer
- MJ Best
- MM Carhart
- N Amenc
- O Ledoit
- OS Ince
- P Alam
- P Behr
- P Chiou
- P Jorion
- P Jorion
- P Mohanram
- PA Frost
- PA Frost
- Patrick Bielstein
- PD Easton
- R Clarke
- R Clarke
- R Jagannathan
- R Novy-Marx
- RA Haugen
- RA Haugen
- RO Michaud
- SJ Grossman
- TM Chow
- TM Chow
- TM Chow
- V DeMiguel
- V DeMiguel
- VK Chopra
- W Guay
- WF Sharpe
- WF Sharpe
- WJP Chiou
- WK Newey
- WR Gebhardt
- Y Li
- Y Tang
- Ľ Pástor
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study