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Implied expected returns and the choice of a mean-variance efficient portfolio proxy

David Ardia and Kris Boudt (UGent)
Author
Organization
Keywords
MAXIMUM DIVERSIFICATION, FUNDAMENTAL INDEXATION, NAIVE DIVERSIFICATION, MARKET, COMBINATION, PERFORMANCE, STRATEGIES, FORECASTS, WEIGHTS

Citation

Please use this url to cite or link to this publication:

MLA
Ardia, David, and Kris Boudt. “Implied Expected Returns and the Choice of a Mean-variance Efficient Portfolio Proxy.” JOURNAL OF PORTFOLIO MANAGEMENT 41.4 (2015): 68–81. Print.
APA
Ardia, D., & Boudt, K. (2015). Implied expected returns and the choice of a mean-variance efficient portfolio proxy. JOURNAL OF PORTFOLIO MANAGEMENT, 41(4), 68–81.
Chicago author-date
Ardia, David, and Kris Boudt. 2015. “Implied Expected Returns and the Choice of a Mean-variance Efficient Portfolio Proxy.” Journal of Portfolio Management 41 (4): 68–81.
Chicago author-date (all authors)
Ardia, David, and Kris Boudt. 2015. “Implied Expected Returns and the Choice of a Mean-variance Efficient Portfolio Proxy.” Journal of Portfolio Management 41 (4): 68–81.
Vancouver
1.
Ardia D, Boudt K. Implied expected returns and the choice of a mean-variance efficient portfolio proxy. JOURNAL OF PORTFOLIO MANAGEMENT. 2015;41(4):68–81.
IEEE
[1]
D. Ardia and K. Boudt, “Implied expected returns and the choice of a mean-variance efficient portfolio proxy,” JOURNAL OF PORTFOLIO MANAGEMENT, vol. 41, no. 4, pp. 68–81, 2015.
@article{8600220,
  author       = {Ardia, David and Boudt, Kris},
  issn         = {0095-4918},
  journal      = {JOURNAL OF PORTFOLIO MANAGEMENT},
  keywords     = {MAXIMUM DIVERSIFICATION,FUNDAMENTAL INDEXATION,NAIVE DIVERSIFICATION,MARKET,COMBINATION,PERFORMANCE,STRATEGIES,FORECASTS,WEIGHTS},
  language     = {eng},
  number       = {4},
  pages        = {68--81},
  title        = {Implied expected returns and the choice of a mean-variance efficient portfolio proxy},
  url          = {http://dx.doi.org/10.3905/jpm.2015.41.4.068},
  volume       = {41},
  year         = {2015},
}

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