Portfolio Selection And Investment Performance
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DOI: j.1540-6261.1965.tb02905.x
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Cited by:
- Kircher, Felix & Rösch, Daniel, 2021. "A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Murhadi, Werner-Ria, 2010. "Performance Evaluation Of Mutual Funds In Indonesia," MPRA Paper 25498, University Library of Munich, Germany, revised 09 Mar 2010.
- Groh, Alexander P. & Liechtenstein, Heinrich & Canela, Miguel A., 2008. "Limited partners' perceptions of the Central Eastern European venture capital and private equity market," IESE Research Papers D/727, IESE Business School.
- Ibrahim Filiz & Jan René Judek & Marco Lorenz & Markus Spiwoks, 2021. "Sticky Stock Market Analysts," JRFM, MDPI, vol. 14(12), pages 1-27, December.
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