Concepedia

Alan Scowcroft

AS

Statistics

Publications

4

Citations

303

H-Index

4

Active since

2000

Affiliations

Union Bank of Switzerland(Current)

Alan Scowcroft is an author at Union Bank of Switzerland specializing in portfolio management, finance, and economics.

Publications per year

2000–2007

4

Publications

4

A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction

Stephen Satchell, Alan Scowcroft · Journal of Asset Management · 2000 · 214 citations · Full text

Business, Economics, Finance +16

Understanding Momentum

Alan Scowcroft, James Sefton · Financial Analysts Journal · 2005 · 56 citations

Business, Economics, Finance +15

Quadratic programming for portfolio planning: Insights into algorithmic and computational issues Part II — Processing of portfolio planning models with discrete constraints

Gautam Mitra, Frank Ellison, Alan Scowcroft · Journal of Asset Management · 2007 · 20 citations

Natural Sciences, Finance, Mathematics +17

Do tracking errors reliably estimate portfolio risk?

Alan Scowcroft, James Sefton · Journal of Asset Management · 2001 · 13 citations

Management, Finance, Financial Management +12

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