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!
| Publication | Date of Publication | Type |
|---|---|---|
| Active portfolio management with benchmarking: adding a value-at-risk constraint Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
| Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. Journal of Economic Dynamics and Control | 2002-07-15 | Paper |
| An Algorithm for Deriving the Capital Market Line Management Science | 1977-01-01 | Paper |
Research outcomes over time
This page was built for person: Gordon J. Alexander
