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References, Citations & Related Research

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Related Recent Research 
Practical applications and citations of the research have appeared in Money Magazine, Personal Finance, Journal of Investing, Journal of Financial Planning, Financial Analysts Journal, Financial Planning, Portfolio Management, American Business Review, and other practitioner outlets.  Related research is listed below.

Bob Korkie and H. Turtle, 1997. "A Note on the Analytics and Geometry of Limiting Mean-Variance Investment Opportunity Sets", Review of Quantitative Finance and Accounting, 9, 289-300 

Bob Korkie and H. Turtle, 1998. "The Canadian Investment Opportunity Set: 1967-1993, Canadian Journal of Administrative Sciences, 15, 213 – 229 

Bob Korkie and H. Turtle, 2002. "Style Pricing: What's a Portfolio Manager Worth?", Journal of Portfolio Management, Winter, 65 - 73 

Bob Korkie and H. Turtle, 2002. "A Mean-Variance Analysis of Self-Financing Portfolios", Management Science, 48, 427 - 443 

Bob Korkie, R. Sivakumar, and H. Turtle, 2002. "The Dual Contributions of Information Instruments in Return Models: Magnitude and Direction Predictability", Journal of Empirical Finance, 9, 511 – 523 

Bob Korkie, R. Sivakumar, and H. Turtle, 2006. "Variance Spillover and Skewness in Financial Asset Returns", The Financial Review, 41, 139-156 

R. Jha, Bob Korkie, and H. Turtle, 2009. "Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals", Journal of Banking and Finance, 33, 1851-1859
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