Portfolio optimisation using alternative risk measures

Subjects: “…Modern portfolio theory…”
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Application of the moving block bootstrap method to resampled efficiency : the impact of the choice of block size by Retief, Jan

Subjects: “…Modern portfolio theory…”
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The modernisation of trustees' investment functions in South African law through the implementation of an investment rule based on modern portfolio theory by Van Tonder, Wiaan

Subjects: “…Modern portfolio theory…”
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Constructing low cost core-satellite portfolios with multiple risk constraints: practical applications to Robo advising in South Africa using active, passive and smart-beta strateg... by Smith, Jacques

Subjects: “…modern portfolio theory…”
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Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios by El-Sabban, Mariam A.

Subjects: “…1.Portfolio optimization 2.Risk-management 3.Modern-Portfolio-Theory 4.Minimum-variance strategy 5.Mean-variance strategy 6.Sharp ratio 7.Certainty-Equivalent 8.Cross-country analysis 9.Sector-level data 10.Financial Economics…”
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