M. Ryan Haley

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Disparity, shortfall, and twice-endogenous HARA utility
Econometric Reviews
2022-05-31Paper
A nonparametric quantity-of-quality approach to assessing financial asset return performance
Annals of Finance
2018-09-04Paper
\(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance?
Annals of Finance
2017-11-16Paper
Gaussian and logistic adaptations of smoothed safety first
Annals of Finance
2014-11-13Paper
Smoothed safety first and the holding of assets
Quantitative Finance
2014-02-08Paper
Generalized Safety First and a New Twist on Portfolio Performance
Econometric Reviews
2008-08-08Paper


Research outcomes over time


This page was built for person: M. Ryan Haley