Financial Markets and Portfolio Management

An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management

Steven L. Beach, Alexei G. Orlov · 2007 · 57 citations

International Management, Portfolio Optimization, International Finance +11

How to avoid the pitfalls in portfolio optimization? Putting the Black-Litterman approach at work

Wolfgang Drobetz · 2001 · 54 citations

Mathematical Programming, Black-litterman Approach, Portfolio Optimization +12

Intraday market liquidity on the Swiss Stock Exchange

Angelo Ranaldo · 2001 · 37 citations

Market Microstructure, Financial Economics, International Finance +5

Does the stock market still lead real activity? — An investigation for the G-7 countries

Mathias Binswanger · 2001 · 27 citations

Emerging Market, Economics, Financial Economics +14

The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market

Thomas Zellweger, Roger Meister, Urs Fueglistaller · 2007 · 25 citations

Swiss Market, Family Economics, Accounting +8