Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal

von Fernandes, José Luiz Barros
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal

von Fernandes, José Luiz Barros
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Minimising operational risk in portfolio allocation decisions

von Fernandes, José Luiz Barros
Veröffentlicht in Journal of risk management in financial institutions (2009)

Combining equilibrium, resampling, and analysts' views in portfolio optimization

von Fernandes, José Luis Barros
Veröffentlicht in Portfolio and risk management for central banks and sovereign wealth funds (2011)

Yes, the choice of performance measure does matter for ranking of USs mutual funds

von Ornelas, José Renato Haas
Veröffentlicht in International journal of finance & economics (2012)

Combining equilibrium, resampling, and analyst's views in portfolio optimization

von Fernandes, José Luiz Barros
Veröffentlicht in Journal of banking & finance (2012)

Behaviour finance and estimation risk in stochastic portfolio optimization

von Fernandes, José Luiz Barros
Veröffentlicht in Applied financial economics (2010)

Behavioral finance : a psychophysiological study of decision making

Veröffentlicht in Journal of international business and economics (2013)