Asset Allocation Software |
ReferencesReferences, Citations & Related Research |
Research CitationsListed are some of the early research publications that have been recognized by independent practitioners and financial economists. J. D. Jobson and Bob Korkie, 1982, "Potential Performance and Tests of Portfolio Efficiency", Journal of Financial Economics, 10, 433 – 466
J. D. Jobson and Bob Korkie, 1980, "Estimation for Markowitz Efficient Portfolios", Journal of the American Statistical Association, 544 – 554
J. D. Jobson and Bob Korkie, 1981. "Putting Markowitz Theory to Work", Journal of Portfolio Management, 7, 70 – 74
J. D. Jobson and Bob Korkie, 1981. "Performance Hypothesis Testing with the Sharpe and Treynor Measures", Journal of Finance, 36, 889 - 908
Bob Korkie, 1989. "Corrections for Trading Frictions in Multivariate Returns", Journal of Finance, 44, 1421 – 1434
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