"maximum return portfolio"

Key Phrases: Mean Absolute Deviation, Monte Carlo, Quantiles of Standard Normal Figure, Bayes Gibbs, Utility Optimization, Posterior Density Boxplots, classical efficient frontier, stdev sigma, resampled weights, portfolio resampling, robust betas, joint noninformative (see more)

Key Phrases: Mean Absolute Deviation, Monte Carlo, Quantiles of Standard Normal Figure, Bayes Gibbs, Utility Optimization, Posterior Density Boxplots, Probability-Based Risk, Return Measures, Robust Estimates of Volatility, Robust Mu, Approximation Using, Index Figure, classical efficient frontier, stdev sigma, resampled weights, portfolio resampling, robust betas, joint noninformative, returns outliers, full investment constraint, multivariate returns, hedge fund index returns, maximum return portfolio, risk budgeting, tangency portfolio, outlier returns, time series object, turnover constraints, scenario optimization, shortfall probability, optimal portfolio weights, hedge fund indices, pairwise scatterplots, robust distances, robust covariance matrix, frontier portfolios, coherent risk measure (see less)

Key Phrases: Hedge Fund Research, George Soros, Wall Street, United States, Warren Buffett, United Kingdom, absolute return managers, relative return approach, absolute return focus, relative return managers, equity nonhedge, asset class premium (see more)

Key Phrases: Hedge Fund Research, George Soros, Wall Street, United States, Warren Buffett, United Kingdom, Zurich Capital Markets, Quellos Group, Julian Robertson, Goldman Sachs, Average Positive Returns Source, Nasdaq Composite, Asian Russian Nasdaq, Royal Dutch, Underwater Source, Van Money Manager Research, Alfred Jones, Return Distribution Source, Risk Source, Scenario Analysis Source, Correlation Source, Bloomberg News, Drawdown Ended On Highest, Drawdown Negative Months Worst, John Maynard Keynes, absolute return managers, relative return approach, absolute return focus, relative return managers, equity nonhedge, asset class premium, shows average quarterly returns, absolute return strategies, absolute return approach, multistrategy funds, risk off the table, hedge fund industry, fact that hedge funds, convertible arbitrage index, income arbitrage index, dislocating markets, convertible arbitrageurs, income arbitrageurs, maximum return portfolio, hedge fund indexes, single hedge fund, convertible arbitrage manager, positive quarters, exploiting investment opportunities, negative quarters (see less)

Key Phrases: New York, Monte Carlo, John Wiley, Journal of Finance, Second Edition, Cambridge University Press, portfolio resampling, resampled efficiency, based portfolio construction, resampled frontier, structural bet, risk budgeting (see more)

Key Phrases: New York, Monte Carlo, John Wiley, Journal of Finance, Second Edition, Cambridge University Press, Princeton University Press, Active Portfolio Management, Journal of Asset Management, Management Science, Efficient Asset Management, Fourth Edition, Journal of Financial Economics, Prentice Hall, Risk Books, Third Edition, American Economic Review, Econometric Analysis, Hedge Fund Research, Japan Europe, New Jersey, Oxford University Press, Annals of Operations Research, Efficient Diversification of Investments, Fabozzi Associates, portfolio resampling, resampled efficiency, based portfolio construction, resampled frontier, structural bet, risk budgeting, optimal equity allocation, long only constraint, implied alphas, linear transaction costs, scenario optimisation, return realisations, maximum return portfolio, lower partial moments, beta neutrality, robust optimisation, portfolio optimisation, optimal portfolio construction, beta bets, manager allocation, optimal portfolio weights, rolling volatilities, information ratio, shortfall probability, risk neutral distribution (see less)

Key Phrases: Dow Jones Index, New York, Government Bonds Index, Year Treasury Bonds Index, Dollar Deposit Rate, Journal of Finance, fine wine investment, investment grade wines, wine portfolio, overall portfolio risk, traditional financial assets, significant diversification benefits (see more)

Key Phrases: Dow Jones Index, New York, Government Bonds Index, Year Treasury Bonds Index, Dollar Deposit Rate, Journal of Finance, Dow Jones Industrial Average, Economic Inquiry, European Economic Review, Financial Times, Southern Economic, American Economic Review, Capital Market Line, Journal of Political Economy, Liquid Assets, North America, Wine Spectator, British Rail, Derivatives Markets, Fifth Growth, John Wiley, Journal of Economic Perspectives, Sons Ltd, fine wine investment, investment grade wines, wine portfolio, overall portfolio risk, traditional financial assets, significant diversification benefits, risk grade, income reinvested, portfolio expected return, only financial assets, wine futures, correlation coefficient results, portfolio variance, equally weighted portfolio, portfolio standard deviation, wine prices, wine market, historic return, idiosyncratic risk, risky portfolio, transformation line, efficient frontier, risk free asset, annual volatility, risk free rate (see less)