Tukey’s transformational ladder for portfolio management

Author:

Ernst Philip A.,Thompson James R.,Miao Yinsen

Publisher

Springer Science and Business Media LLC

Reference24 articles.

1. Baggett, L., Thompson, J.R.: Everyman’s MaxMedian rule for portfolio management. In: 13th Army Conference on Applied Statistics (2007)

2. Banz, R.: The relationship between return and market value of common stocks. J. Financ. Econ. 9, 3–18 (1981)

3. Bloomfield, T., Leftwich, R., Long, J.: Portfolio strategies and performance. J. Financ. Econ. 5, 201–218 (1977)

4. Bogle, J.: Common Sense on Mutual Funds: New Imperatives for the Intelligent Investor. Wiley, New York (2000)

5. Chan, L.K., Jegadeesh, N., Lakonishok, J.: Momentum strategies. J. Financ. 51(5), 1681–1713 (1996)

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