1. Investments: the (almost) century of Markowitz Harry Markowitz: portfolio selection scholar, simulation creator, and applied investment researcher and consultant extraordinaire. (2025). Guerard, John.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06396-5.

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2. Sir David Hendry: An Appreciation from Wall Street and What Macroeconomics Got Right. (2024). Guerard, John B.
   In: Working Papers.
   RePEc:gwc:wpaper:2024-001.

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3. What difference do new factor models make in portfolio allocation?. (2024). Wang, Jiexun ; Jiang, Fuwei ; Fabozzi, Frank J ; Huang, Dashan.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001985.

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4. Notes on the convergence of the estimated risk factor matrix in linear regression models. (2023). Riposo, Julien ; Klepfish, E G.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00285-x.

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5. Harry Markowitz: An appreciation. (2023). Guerard, John.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:4:p:1496-1501.

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6. A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). LINTON, OLIVER ; Wu, J ; Tang, H.
   In: Janeway Institute Working Papers.
   RePEc:cam:camjip:camjip:2214.

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7. A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Linton, O B ; Wu, J ; Tang, H.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:camjip:2214.

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8. A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). LINTON, OLIVER ; Wu, J ; Tang, H.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:2237.

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9. A further analysis of robust regression modeling and data mining corrections testing in global stocks. (2021). Markowitz, Harry ; Guerard, John B ; Xu, Ganlin.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:303:y:2021:i:1:d:10.1007_s10479-020-03521-y.

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10. The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion. (2021). Wu, Wei ; Penev, Spiridon ; Shevchenko, Pavel V.
    In: Papers.
    RePEc:arx:papers:2108.02633.

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11. The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion. (2019). Wu, Wei ; Penev, Spiridon ; Shevchenko, Pavel V.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:273:y:2019:i:2:p:772-784.

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12. Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth. (2018). Markowitz, Harry ; Wang, Ziwei ; Guerard, John B ; Xu, Ganlin.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2380-4.

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13. Data Mining Corrections Testing in Chinese Stocks. (2018). Markowitz, Harry ; Wang, Ziwei ; Deng, Shijie ; Gillam, Robert A ; John, JR ; Xu, Ganlin.
    In: Interfaces.
    RePEc:inm:orinte:v:48:y:2018:i:2:p:108-120.

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14. Volatility, diversification and contagion. (2018). Sentana, Enrique.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12824.

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15. Volatility, Diversification and Contagion. (2018). Sentana, Enrique.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2018_1803.

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16. Efficient Portfolio Selection in a Large Market. (2016). Yuan, Ming ; Chen, Jiaqin.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:14:y:2016:i:3:p:496-524..

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17. Risk‐Based Sampling: I Dont Want to Weight in Vain. (2015). Powell, Mark R.
    In: Risk Analysis.
    RePEc:wly:riskan:v:35:y:2015:i:12:p:2172-2182.

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18. Directional Variance Adjustment: Bias Reduction in Covariance Matrices Based on Factor Analysis with an Application to Portfolio Optimization. (2013). Lemm, Steven ; Muller, Klaus-Robert ; Hatrick, Kerr ; Bartz, Daniel ; Hesse, Christian W.
    In: PLOS ONE.
    RePEc:plo:pone00:0067503.

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19. Funding Strategies of Sovereign Debt Management: A Risk Focus. (2013). Holler, Johannes.
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2013:i:2:b:3.

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20. Dynamic stock market covariances in the Eurozone. (2013). Suurlaht, Anita ; Connor, Gregory.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:353-370.

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21. Financial Risk Measurement for Financial Risk Management. (2013). Andersen, Torben G ; Bollerslev, Tim ; Christoffersen, Peter F ; Diebold, Francis X.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1127-1220.

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22. Dynamic Specification Tests for Dynamic Factor Models. (2013). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2013_1306.

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23. Achieving Speedup in Aggregate Risk Analysis using Multiple GPUs. (2013). Baltzer, O. ; Varghese, B. ; Whiteway, A. ; Rau-Chaplin, A. ; Bahl, A. K..
    In: Papers.
    RePEc:arx:papers:1308.2572.

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24. Financial Risk Measurement for Financial Risk Management. (2012). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18084.

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25. Tests for Serial Dependence in Static, Non-Gaussian Factor Models. (2012). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2012_1211.

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26. Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization. (2012). Lemm, Steven ; Muller, Klaus-Robert ; Hatrick, Kerr ; Bartz, Daniel ; Hesse, Christian W..
    In: Papers.
    RePEc:arx:papers:1109.3069.

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27. Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Christoffersen, Peter F..
    In: PIER Working Paper Archive.
    RePEc:pen:papers:11-037.

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28. Income Shocks and Household Risk-Coping Strategies: Evidence from Rural Vietnam. (2011). Newman, Carol ; Wainwright, Fiona .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp358.

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29. The Joint Dynamics of Equity Market Factors. (2011). Christoffersen, Peter ; Langlois, Hugues.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-45.

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30. Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Christoffersen, Peter F..
    In: CREATES Research Papers.
    RePEc:aah:create:2011-37.

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1. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10471.

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2. Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings. (2013). Schuhmacher, Frank ; Auer, Benjamin R..
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:24:y:2013:i:c:p:153-165.

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3. Pension funds’allocations to hedge funds: an empirical analysis of US and Canadian defined benefit plans. (2013). Bouvatier, Vincent ; Rigot, Sandra.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2013-4.

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4. Investment strategies beating the market. What can we squeeze from the market?. (2012). Sakowski, Pawel ; Ślepaczuk, Robert ; Zakrzewski, Grzegorz.
   In: Working Papers.
   RePEc:war:wpaper:2012-04.

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5. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:18:y:2012:i:1:p:166-178.

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6. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Berry ; Hoerova, Marie ; Bussiere, Matthieu.
   In: Working papers.
   RePEc:bfr:banfra:373.

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7. WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (I). (2011). Cao, Yang ; Ogden, Joseph P. ; TIU, Cristian I..
   In: Business Excellence and Management.
   RePEc:rom:bemann:v:1:y:2011:i:1:p:19-36.

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8. Manager fee contracts and managerial incentives. (2011). Zhan, Gong .
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:14:y:2011:i:2:p:205-239.

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9. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:14:y:2011:i:2:p:169-204.

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10. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:117-135.

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11. Assessing the impact of heteroskedasticity for evaluating hedge fund performance. (2011). Tang, Leilei ; Marshall, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:1:p:12-19.

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12. The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. (2011). Fung, William ; Hsieh, David A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:547-569.

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13. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

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14. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_831_11.

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15. Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements. (2010). Zaremba, Adam.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:197.

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16. Implicit incentives and reputational herding by hedge fund managers. (2010). Boyson, Nicole M..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:283-299.

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17. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101166.

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18. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7780.

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19. Do hedge funds manage their reported returns?. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0709.

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20. Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0404.

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21. Hedge funds strategies -are they consistent?. (2009). Ribeiro, Mafalda ; Santos, Machado C..
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22. Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik. (2009). Deetz, Marcus ; Poddig, Thorsten ; Varmaz, Armin.
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23. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n2000109.pdf.

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24. Quantile regression analysis of hedge fund strategies. (2009). Vrontos, Spyridon D. ; Meligkotsidou, Loukia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:264-279.

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25. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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26. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
    In: Economics Papers.
    RePEc:nuf:econwp:0801.

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27. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. (2008). Rouwenhorst, K. ; Gorton, Gary ; Bhardwaj, Geetesh.
    In: NBER Working Papers.
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28. CoVaR. (2008). Brunnermeier, Markus ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:348.

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29. Strategic asset allocation with liabilities: Beyond stocks and bonds. (2008). Hoevenaars, Roy ; Steenkamp, Tom B. M., ; Schotman, Peter C. ; Molenaar, Roderick D. J., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2939-2970.

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30. On the relative performance of multi-strategy and funds of hedge funds. (2007). Agarwal, Vikas ; Kale, Jayant R..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0711.

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31. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Agarwal, Vikas ; Boyson, Nicole M. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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32. On the use of data envelopment analysis in hedge fund performance appraisal. (2007). Nguyen, Thi Thanh Huyen.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:131.

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33. Hedge funds, financial intermediation, and systemic risk. (2007). Stiroh, Kevin ; Schuermann, Til ; Kambhu, John.
    In: Staff Reports.
    RePEc:fip:fednsr:291.

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34. Hedge Funds: Past, Present, and Future. (2007). Stulz, René.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2007-3.

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35. Hedge Funds: Past, Present, and Future. (2007). Stulz, René ; René M. Stulz, .
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:175-194.

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36. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12090.

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37. Net Inflows and Time-Varying Alphas: The Case of Hedge Funds. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers.
    RePEc:icr:wpicer:30-2006.

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38. Quantitative selection of hedge funds using data envelopment analysis. (2006). Nguyen, Thi Thanh Huyen.
    In: Post-Print.
    RePEc:hal:journl:halshs-00067742.

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39. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

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40. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Duarte, Jefferson ; Longstaff, Francis A. ; Yu, Fan.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6zx6m7fp.

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41. PIPE Dreams? The Performance of Companies Issuing Equity Privately. (2004). Sialm, Clemens ; Ouimet, Paige P. ; Brophy, David J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11011.

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42. Hedge fund behavior: An ex-post analysis. (2004). Nguyen, Thi Thanh Huyen ; Huyen Nguyen-Thi-Thanh, .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00067744.

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43. Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds. (2004). Deaves, Richard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:673-694.

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44. Analysis of hedge fund performance. (2004). Hübner, Georges ; Capocci, Daniel ; Hubner, Georges.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:1:p:55-89.

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45. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. (2003). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9571.

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46. An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns. (2003). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
    In: Working papers.
    RePEc:mit:sloanp:1838.

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47. Further Evidence on Hedge Funds Performance.. (2003). Madsen, Peter Brink ; Christensen, Michael ; Christiansen, Claus Bang.
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_005.

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48. Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Harry. M Kat, ; Menexe, Faye .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-13.

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49. Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001. (2002). Kat, Harry ; Amin, Gaurav S..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-02.

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50. Hedge Fund Performance 1990-2000- Do the Money Machines Really Add Value?. (2001). Kat, Harry ; Harry. M Kat, ; Amin, Gaurav .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2001-05.

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