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Newton, David, Platanakis, Emmanouil, Stafylas, Dimitrios, Sutcliffe, Charles and Ye, Xiaoxia ORCID: 0000-0002-5024-6186
(2021)
Hedge Fund Strategies, Performance Diversification: A Portfolio Theory & Stochastic Discount Factor Approach.
The British Accounting Review, 53 (5).
p. 101000.
Platanakis, Emmanouil, Sutcliffe, Charles and Ye, Xiaoxia ORCID: 0000-0002-5024-6186
(2021)
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 288 (1).
pp. 302-317.