1. Briec W, Kerstens K. Multi-horizon Markowitz portfolio performance appraisals: a general approach. Omega, The International Journal of Management Science, in press.
2. Evaluating fixed price incentive contracts;Ward;Omega, The International Journal of Management Science,1995
3. Applied decision analysis;Bunn,1984
4. Foundations of portfolio theory;Markowitz;Journal of Finance,1991
5. Safety first and the holding of assets;Roy;Econometrica,1952