9500 Gilman Drive
La Jolla, CA 92093-0508
University of California at San Diego
in Total Papers Downloads
in Total Papers Citations
noise, size effect, value effect
Earnings Expectation, Momentum, Portfolio Construction
Bayesian Inference, Small Cap Premium, Likelihood
Equity market, optimized portfolios
mean-variance portfolio theory, stock selection, robust regression
Supply and Demand, Alpha, Assets under Management, Financial Equilibrium, Institutional Investors, Robust Estimation, Inflow, Excess return
Quantitative Methods, Simulation Analysis, Portfolio Management
Advocacy, Regulatory, and Legislative Issues: Advocacy Issues, Regulatory and Legislative Activities
de Finetti, mean-variance analysis, critical line algorithm
Portfolio Management, Asset Allocation, Investment Theory, Portfolio Theory, Quantitative Tools, Mathematical Methods, Alternative Investments, Hedge Fund Strategies
Investment Theory, CAPM, APT, Other Pricing Theories, Efficient Market Theory
Resampled Frontier, Bayesian analysis, diffuse Bayes, mean-variance analysis, sampling errors, Michaud
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.641 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you