1. Mean–variance versus full-scale optimization in and out of sample;Adler;Journal of Asset Management,2006
2. Bacmann, J.F., Benedetti, S.M., 2009. Modeling Returns of Hedge Fund Strategies in a Bayesian Asset Allocation Framework, Mimeo.
3. Investment risk: a unified approach to upside and downside returns;Balzer,2001
4. Optimal rules for ordering uncertain prospects;Bawa;Journal of Financial Economics,1975
5. Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments;Berényi,2003