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Portfolio Management: New Models for Successful Investment Decisions.

Journal of Finance 1994 49(1), 361
Part 1 Portfolio networks under certainty: pure portfolio networks generalized portfolio networks formulation of the optimization problem capital budgeting discrete portfolio networks portfolio management foreign exchange management. Part 2 Stochastic portfolio network fundamentals: periodic returns return phasors and portfolio networks the representation of stochastic processes stochastic portfolio networks diversification in stochastic portfolio networks using a market index arbitrage pricing theory the capital risk pricing model.