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New Sharpe-ratio-related methods for portfolio selection
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New Sharpe-ratio-related methods for portfolio selection (2002)New Sharpe-ratio-related methods for port…The Sharpe Ratio (1994)The Sharpe RatioDownside risk (1991)Downside riskMean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Mean-Risk Analysis with Risk …Mutual Fund Performance (1966)Mutual Fund PerformancePORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*How to Use Security Analysis to Improve Portfolio Selection (1973)Investment Analysis and Portfolio Management. (1979)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Does it pay to be different? An analysis of the relationship between corporate social and financial performance (2008)The financial analysts journal (1960)The journal of financial economics (1993)Learning to trade via direct reinforcement (2001)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Portfolio Performance Manipulation and Manipulation-proof Performance Measures (2007)Aspects of the Theory of Risk-Bearing. (1966)Risk Aversion in the Small and in the Large (1976)Consumer perceived risk: conceptualisations and models (1999)A Cross-Cultural Study on Escalation of Commitment Behavior in Software Projects1 (2000)The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations (2007)Theory of games and economic behavior (2019)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

  • 1952PORTFOLIO SELECTION*18,429 cited
  • 1966Mutual Fund Performance4,089 cited
  • 1994The Sharpe Ratio2,645 cited
  • 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
  • 1991Downside risk604 cited

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