Jonathan F. Spitzer

University of Virginia - Darden School of Business

P.O. Box 6550

Charlottesville, VA 22906-6550

United States

SCHOLARLY PAPERS

5

DOWNLOADS

1,352

CITATIONS

43

Scholarly Papers (5)

Improved Estimates of Correlation and Their Impact on the Optimum Portfolios

NYU Finance Working Paper No. FIN-04-016
Number of pages: 28 Posted: 29 Mar 2005
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 856 (26,092)
Citation 13

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Correlation, forecasting, portfolio analysis, portfolio inputs

Improved Estimates of Correlation and Their Impact on the Optimum Portfolios

NYU Working Paper No. 2451/26630
Number of pages: 29 Posted: 03 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 39 (429,199)
Citation 13

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2.

Caught by the Tail: Tail Risk Neutrality and Hedge Fund Returns

Number of pages: 40 Posted: 27 May 2011
Stephen J. Brown and Jonathan F. Spitzer
New York University - Stern School of Business and University of Virginia - Darden School of Business
Downloads 320 (92,181)
Citation 6

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Hedge funds, Tail Risk, Funds of Funds

Improved Estimates of Correlation Coefficients and Their Impact on the Optimum Portfolios

NYU Working Paper No. FIN-04-016
Number of pages: 28 Posted: 03 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 67 (334,943)
Citation 12

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Improved Estimates of Correlation Coefficients and Their Impact on the Optimum Portfolios

NYU Working Paper No. S-DRP-04-02
Number of pages: 28 Posted: 05 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 51 (383,985)
Citation 12

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4.

Improved Estimates of Correlation Coefficients and Their Impact on Optimum Portfolios

European Financial Management, Vol. 12, No. 3, pp. 303-318, June 2006
Number of pages: 16 Posted: 19 May 2006
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 19 (517,396)
Citation 12
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5.

Diversification

Darden Case No. UVA-F-1514
Number of pages: 4 Posted: 30 May 2017
Jonathan F. Spitzer
University of Virginia - Darden School of Business
Downloads 0 (655,398)
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portfolio mathematics, diversification, portfolio expected return, portfolio variance