Portfolio Analysis in a Stable Paretian Market

JOURNAL ARTICLE published January 1965 in Management Science

Authors: Eugene F. Fama

Portfolio Analysis with Symmetric Stable Paretian Returns

BOOK CHAPTER published 1999 in Current Topics in Quantitative Finance

Authors: Andrea Gamba

Mandelbrot and the Stable Paretian Hypothesis

JOURNAL ARTICLE published January 1963 in The Journal of Business

Authors: Eugene F. Fama

Safety-first analysis and stable paretian approach to portfolio choice theory

JOURNAL ARTICLE published November 2001 in Mathematical and Computer Modelling

Authors: S. Ortobelli L | S.T. Rachev

COBALT – Co – 58·93

BOOK CHAPTER published 1965 in Gravimetric Analysis

Authors: LÁSZLÓ ERDEY

Portfolio Establishment Based on Fama-French Five-Factor Model in China Stock Market

JOURNAL ARTICLE published 2023 in Journal of Economics, Business and Management

Authors: Zihui Gong | Qianqian Shi | Guangjie Xu | Yuzhi Zhou

Risk management and dynamic portfolio selection with stable Paretian distributions

JOURNAL ARTICLE published March 2010 in Journal of Empirical Finance

Authors: Sergio Ortobelli | Svetlozar T. Rachev | Frank J. Fabozzi

Margrabe's option to exchange in a paretian-stable subordinated market

JOURNAL ARTICLE published November 2001 in Mathematical and Computer Modelling

Authors: A. Vollert

Analysis of the Warrant Hedge in a Stable Paretian Market

JOURNAL ARTICLE published March 1977 in The Journal of Financial and Quantitative Analysis

Authors: Jimmy E. Hilliard | Robert A. Leitch

Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach and the Gaussian One

BOOK CHAPTER published 2004 in Handbook of Computational and Numerical Methods in Finance

Authors: Sergio Ortobelli | Svetlozar Rachev | Isabella Huber | Almira Biglova

Applying machine learning to market analysis: Knowing your luxury consumer

JOURNAL ARTICLE published 2 October 2019 in Journal of Management Analytics

Authors: Kuo Chi-Hsien | Shinya Nagasawa

Comparison of CAPM, Three-Factor Fama-French Model and Five-Factor Fama-French Model for the Turkish Stock Market

BOOK CHAPTER published 17 January 2018 in Financial Management from an Emerging Market Perspective

Authors: Yaşar Erdinç

The Behavior of Stock-Market Prices

JOURNAL ARTICLE published January 1965 in The Journal of Business

Authors: Eugene F. Fama

Random Walks in Stock Market Prices

JOURNAL ARTICLE published September 1965 in Financial Analysts Journal

Authors: Eugene F. Fama

Simple Rules for Optimal Portfolio Selection in Stable Paretian Markets

JOURNAL ARTICLE published September 1979 in The Journal of Finance

Authors: Vijay S. Bawa | Edwin J. Elton | Martin J. Gruber

A NOTE ON OPTIMAL PORTFOLIO SELECTION UNDER STABLE PARETIAN DISTRIBUTIONS*

JOURNAL ARTICLE published October 1985 in Decision Sciences

Authors: C. Sherman Cheung | Clarence C. Y. Kwan | Patrick C. Y. Yip

Analysis of Chinese stock market based on Fama-French five-factor model

JOURNAL ARTICLE published 8 March 2023 in BCP Business & Management

Authors: Caiwei Yu

The Fama Portfolio

MONOGRAPH published 2016

Authors: Eugene F. Fama | John H. Cochrane | Tobias J. Moskowitz | John H. Cochrane | Tobias J. Moskowitz

Market Analysis and Portfolio Strategy

JOURNAL ARTICLE published 31 July 1975 in The Journal of Portfolio Management

Authors: David B.. Bostian

Optimal Portfolio Selection Using the General Multi‐Index Model: A Stable Paretian Framework*

JOURNAL ARTICLE published September 1990 in Decision Sciences

Authors: Trevor W. Chamberlain | C. Sherman Cheung | Clarence C.Y. Kwan