Journal of Econometrics · 2009 · 99 citations · 48 references
BusinessFinanceFinancial ManagementFinancial EconomicsFinancial MarketsPortfolio ManagementAsset AllocationPortfolio AnalyticsPortfolio DiversificationPortfolio OptimizationPortfolio Risk ManagementPortfolio TheoryAsset Allocation Under RiskMean-variance AnalysisPortfolio Capital Allocation
48
Handbook of Mathematical Functions
Donald A. McQuarrie · American Journal of Physics · 1966 · 40.9K citations
Estimation and Inference in Econometrics.
Marcus J. Chambers, Russell Davidson, James G. MacKinnon · The Economic Journal · 1994 · 5.6K citations
Extreme Correlation of International Equity Markets
François Longin, Bruno Solnik · The Journal of Finance · 2001 · 2.6K citations
A Test of the Efficiency of a Given Portfolio
Michael R. Gibbons, Stephen A. Ross, Jay Shanken · Econometrica · 1989 · 2.5K citations