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Portfolio construction and risk budgeting.
0 references·3 citing·10 second hop
Portfolio construction and risk budgeting. (2002)Portfolio construction and risk budgeting.The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors (2020)The surprising robustness of …Revisiting Core-Satellite Investing (2004)Revisiting Core-Satellite Inv…Portfolio Construction with Qualitative Forecasts (2003)Portfolio Construction with Q…Optimum consumption and portfolio rules in a continuous-time model (1971)Capital Market Equilibrium with Transaction Costs (1986)Predicting returns in the stock and bond markets (1986)Global Portfolio Optimization (1992)The Intuition Behind Black-Litterman Model Portfolios (2002)The Black-Litterman Model for Structured Equity Portfolios (2007)Active Portfolio Management (2017)PORTFOLIO SELECTION* (1952)Option pricing when underlying stock returns are discontinuous (1976)Conditional value-at-risk for general loss distributions (2002)
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  • 2003Portfolio Construction with Qualitative Forecasts47 cited
  • 2020The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors46 cited
  • 2004Revisiting Core-Satellite Investing37 cited

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