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ArticlePortfolio Optimization in Practice

Philippe Jorion1992

Article1992

Portfolio Optimization in Practice

Philippe Jorion

227 citations·0/0 files stored·Financial Analysts Journal

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

Abstract

(1992). Portfolio Optimization in Practice. Financial Analysts Journal: Vol. 48, No. 1, pp. 68-74.

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2013Robust multiobjective optimization & applications in portfolio optimization 2002Portfolio Resampling: Review and Critique 2015Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?2008Portfolio selection problems with random fuzzy variable returns 2005The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run 1995Political Risk and the Benefits of International Portfolio Diversification 2002Robust portfolio selection using linear-matrix inequalities 2010Improved Portfolio Choice Using Second Order Stochastic Dominance

Details

Year1992

Typearticle

Published1992-01-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations227

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.2469/faj.v48.n1.68

openalex_workW2124635303

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