Using Index ETFs for Multi-Asset-Class Investing: Shifting the Efficient Frontier Up-Reference-Cited by-同舟云学术

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Using Index ETFs for Multi-Asset-Class Investing: Shifting the Efficient Frontier Up

Published:2013-08-31 Issue:2 Volume:4 Page:83-94
ISSN:2154-7238
Container-title:The Journal of Index Investing
language:en
Short-container-title:JII

Author:

Agrrawal Pankaj

Publisher

Pageant Media US

Subject

Management of Technology and Innovation,Strategy and Management,Finance

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties;Mathematics;2023-05-06

2. Portfolio Evaluation with the Vector Distance Based on Portfolio Composition;Mathematics;2023-01-01

3. Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution;Mathematics;2022-12-23

4. Efficient Asset Allocation for Individual Investors in the ETF World;Financial Planning Research Journal;2022-12-01

5. Time Dependence of CAPM Betas on the Choice of Interval Frequency and Return Timeframes: Is There an Optimum?;Journal of Risk and Financial Management;2022-11-07

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