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2016 Journal Article Enhancing mean-variance portfolio selection by modeling distributional asymmetriesLow, Rand Kwong Yew, Faff, Robert and Aas, Kjersti (2016). Enhancing mean-variance portfolio selection by modeling distributional asymmetries. Journal of Economics and Business, 85, 49-72. doi: 10.1016/j.jeconbus.2016.01.003 |
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2015 Journal Article Is diversification always optimal?Humphrey, Jacquelyn E., Benson, Karen L., Low, Rand K.Y. and Lee, Wei-Lun (2015). Is diversification always optimal?. Pacific Basin Finance Journal, 35 (Part B), 521-532. doi: 10.1016/j.pacfin.2015.09.003 |
