Yusif Simaan

3편

• Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation Model
  ms · 1997 · 인용 206 · Risk and Portfolio Optimization
• Portfolio Selection and Asset Pricing—Three-Parameter Framework
  ms · 1993 · 인용 117 · Financial Markets and Investment Strategies
• What is the Opportunity Cost of Mean-Variance Investment Strategies?
  ms · 1993 · 인용 79 · Financial Markets and Investment Strategies

• A5013349448Yusif Simaan · 3편 · ORCID · 대표 기록
• A5088801453SimaanYusif · 0편 · ORCID 보유자의 이름 변형