David Morton

University of Texas at Austin - College of Engineering

1 University Station

Austin, TX 78712-1179

United States

  • University of Texas at Austin - College of Engineering

SCHOLARLY PAPERS

5

DOWNLOADS

1,835

SSRN CITATIONS
Rank 31,934

SSRN RANKINGS

Top 31,934

in Total Papers Citations

4

CROSSREF CITATIONS

31

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Efficient Fund of Hedge Funds Construction Under Downside Risk Measures

Journal of Banking and Finance, Forthcoming
Number of pages: 23 Posted: 04 May 2006
David Morton, Ivilina Popova and Elmira Popova
University of Texas at Austin - College of Engineering, Texas State University and University of Texas at Austin
Downloads 745 (67,117)
Citation 3

Abstract:

Loading...

Portfolio choice, expected regret, hedge funds, fund of funds, portfolio optimization, Monte Carlo simulation

2.

Optimal Hedge Fund Allocation with Asymmetric Preferences and Distributions

Number of pages: 45 Posted: 04 May 2006
Ivilina Popova, Elmira Popova, David Morton and Jot Yau
Texas State University, University of Texas at Austin, University of Texas at Austin - College of Engineering and Seattle University
Downloads 462 (121,818)
Citation 6

Abstract:

Loading...

3.

Optimizing Benchmark-Based Portfolios with Hedge Funds

Number of pages: 41 Posted: 24 May 2007
Ivilina Popova, Elmira Popova, David Morton and Jot Yau
Texas State University, University of Texas at Austin, University of Texas at Austin - College of Engineering and Seattle University
Downloads 388 (149,135)

Abstract:

Loading...

4.

Optimizing Benchmark-Based Utility Functions

Bulletin of the Czech Econometrics Society, Vol. 10, No. 18, May 2003
Number of pages: 23 Posted: 08 May 2006
Ivilina Popova, David Morton and Elmira Popova
Texas State University, University of Texas at Austin - College of Engineering and University of Texas at Austin
Downloads 122 (441,991)

Abstract:

Loading...

5.

Asset Allocation with Subsistence: The Role of Returns' Higher Moments

Number of pages: 33 Posted: 04 Dec 2009
David Morton and Ivilina Popova
University of Texas at Austin - College of Engineering and Texas State University
Downloads 118 (453,056)
Citation 1

Abstract:

Loading...

Hedge funds, Portfolio risk, Portfolio optimization, Asset allocation, Utility func