The following pages link to Gordon J. Alexander (Q844610):
Displaying 3 items.
- Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612) (← links)
- Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418) (← links)
- An Algorithm for Deriving the Capital Market Line (Q4145086) (← links)
