Journal of Applied Mathematics and Computing · 2008 · 26 citations · 18 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsPortfolio ManagementFactor ModelsFutures MarketsPortfolio SelectionPortfolio TheoryRisk-return AnalysisVolatility ModelingFactor Pricing ModelsFactor-based Portfolio ModelsFactor-based Portfolio OptimizationMulti-period Portfolio ChoicePortfolio Selection Theory
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James Kennedy, R.C. Eberhart · 2002 · 47.5K citations
Stephen A. Ross, Robert C. Merton · The Journal of Finance · 1991 · 1.8K citations