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Text Area - References

References

References, Citations & Related Research

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Text Area - Related More Recent Research

Related Recent Research 

• Bob Korkie and H. Turtle, 1997. "A Note on the Analytics and Geometry of Limiting Mean-Variance Investment Opportunity Sets", Review of Quantitative Finance and Accounting, 9, 289-300

• Bob Korkie and H. Turtle, 1998. "The Canadian Investment Opportunity Set: 1967-1993, Canadian Journal of Administrative Sciences, 15, 213 – 229

• Bob Korkie and H. Turtle, 2002. "Style Pricing: What's a Portfolio Manager Worth?", Journal of Portfolio Management, Winter, 65 - 73

• Bob Korkie and H. Turtle, 2002. "A Mean-Variance Analysis of Self-Financing Portfolios", Management Science, 48, 427 - 443

• Bob Korkie, R. Sivakumar, and H. Turtle, 2002. "The Dual Contributions of Information Instruments in Return Models: Magnitude and Direction Predictability", Journal of Empirical Finance, 9, 511 – 523

• Bob Korkie, R. Sivakumar, and H. Turtle, 2006. "Variance Spillover and Skewness in Financial Asset Returns", The Financial Review, 41, 139-156

• R. Jha, Bob Korkie, and H. Turtle, 2009. "Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals", Journal of Banking and Finance, 33, 1851-1859

• Bob Korkie and H. J. Turtle, 2013. "Reliable Estimation of Efficient Portfolio Means" , Working Paper.

• Bob Korkie, 2017. "Investment Horizon Risk and Volatility Metrics", Journal of Investment Management, 15, p1-10

• Bob Korkie and H. J. Turtle, 2018. "On the Market Price of Risk", to be presented at Oxford University's, 25th Forecasting Financial Markets Conference