Author:
Beketov Mikhail,Lehmann Kevin,Wittke Manuel
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Reference26 articles.
1. Adler, T., and M. Kritzman. 2007. Mean-variance versus full-scale optimisation: In and out of sample. Journal of Asset Management 7(5): 302–311.
2. Best, M.J., and R.R. Grauer. 1991. On the sensitivity of mean-variance-efficient portfolios to changes in asset means: Some analytical and computational results. The Review of Financial Studies 4: 315–342.
3. BI Intelligence. 2017. The robo-advising report: Market forecasts, key growth drivers, and how automated asset management will change the advisory industry.
https://www.businessinsider.com.au/the-robo-advising-report-market-forecasts-key-growth-drivers-and-how-automated-asset-management-will-change-the-advisory-industry-2016-6
. Accessed 23 Feb 2018.
4. Black, F., and R. Litterman. 1990. Asset allocation: Combining investors views with market equilibrium. Fixed income research. Goldman, Sachs & Company.
5. Black, F., and R. Litterman 1991. Global asset allocation with equities, bonds, and currencies. Fixed income research. Goldman, Sachs & Company.
Cited by
72 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