M. Bertocchi

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it

Whom M. Bertocchi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Bob Litterman
2. Svetlozar T. Rachev
3. R. Tyrrell Rockafellar
4. Alexei A. Gaivoronski
5. Stefan Mittnik

Papers from M. Bertocchi's perspective

Ordered by how strongly the researchers M. Bertocchi trusts endorse each paper. Same corpus, a different order for every researcher.

1. Portfolio Selection
2. Optimization of conditional value-at risk
3. Risk and asset allocation
4. The Pricing of Options and Corporate Liabilities
5. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
6. Modern Investment Management: An Equilibrium Approach
7. The Equity Premium
8. The Intuition Behind Black-Litterman Model Portfolios
9. Portfolio Choice Theory with Non-Gaussian Distributed Returns
10. Value-at-Risk in Portfolio Optimization: Properties and Computational Approach ⁄

Their papers

• Stable distributions in the Black–Litterman approach to asset allocation (2007) — 58 citations