Concepedia

André F. Perold

AF

29

Publications

3.7K

Citations

22

H-Index

1978

Active since

Affiliations

Harvard University(Current)

College of Business Administration

André F. Perold is an author at Harvard University specializing in finance, business, and engineering.

Top concepts

FinanceBusinessEngineeringEconomicsFinancial EconomicsManagementMathematical ProgrammingAsset PricingCapital StructureCorporate Finance

Publications per year

1978–2012

29

Publications

29

Dynamic Strategies for Asset Allocation

André F. Perold, William F. Sharpe · Financial Analysts Journal · 1988 · 492 citations

Economics, Portfolio Optimization, Risky Assets +14

The implementation shortfall

André F. Perold · The Journal of Portfolio Management · 1988 · 463 citations

Mathematical Programming, Computational Complexity Theory, Engineering +9

Large-Scale Portfolio Optimization

André F. Perold · Management Science · 1984 · 425 citations

Large-scale Global Optimization, Parametric Algorithm, Portfolio Optimization +14

THEORY OF RISK CAPITAL IN FINANCIAL FIRMS

Robert C. Merton, André F. Perold · Journal of applied corporate finance · 1993 · 361 citations

Corporate Risk Management, Financial Risk Management, Financial Structure +6

The Capital Asset Pricing Model

André F. Perold · The Journal of Economic Perspectives · 2004 · 349 citations · Full text

Early 1960S, Economics, Financial Economics +10

Rows per page

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