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portfolio benchmark return investor level manager management figure index investment performance choice period value decision frontier information 0.05 market 0.1 portfolio management -0.1 chapter correlation optimization problem result stock attribute weight month constraint 0.00 difference sector opportunity promotor journal process strategy selection model covariance table research asset ratio section portfolio performance error space investment opportunities procedure transaction portfolio risk portfolio return sample period number matrix example allocation sharpe country bandwidth finance sample score context 1.00 deviation measure definition variance volatility benchmark portfolio benchmark return performance assessment sub portfolios sharpe ratio portfolio choices
4 Most Recent Publications
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Hierarchical Portfolio Management: Theory and Applications
(Doctoral Thesis)
Ning, H. |
2007-12-20
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A framework for managing a portfolio of socially responsible investments
(Article)
Hallerbach, W.G.P.M. Ning, H. Soppe, A.B.M. Spronk, J. |
2004-03-01
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The effects of decision flexibility in the hierarchical investment decision process
(Research Paper)
Hallerbach, W.G.P.M. Ning, H. Spronk, J. |
2003-06-04
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A Framework for Managing a Portfolio of Socially Responsible Investments
(Research Paper)
Hallerbach, W.G.P.M. Ning, H. Soppe, A.B.M. Spronk, J. |
2002-06-04
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