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Records found: 8

DP12737	Liquidity Regimes and Optimal Dynamic Asset Allocation Author(s): Pierre Collin-Dufresne, Kent Daniel and Mehmet Saglam Published: February 2018
DP7686	Improving Portfolio Selection Using Option-Implied Volatility and Skewness Author(s): Victor DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov Published: February 2010
DP7256	Dynamic Mean-Variance Asset Allocation Author(s): Suleyman Basak and Georgy Chabakauri Published: April 2009
DP6538	The Risk-Return Paradox for Strategic Management: Disentangling True and Spurious Effects Author(s): Joachim Henkel Published: October 2007
DP6161	Robust Portfolio Optimisation with Multiple Experts Author(s): Frank Lutgens and Peter C Schotman Published: March 2007
DP4914	The Term Structure of the Risk-Return Tradeoff Author(s): John Y Campbell and Luis M Viceira Published: February 2005
DP2071	Fickle Investors: an Impediment to Growth? Author(s): Andrew Scott and Harald Uhlig Published: February 1999
DP1663	Evaluating Portfolio Performance with Stochastic Discount Factors Author(s): Magnus Dahlquist and Paul Söderlind Published: June 1997

Records Found 8