Bibliography

  1. Arnott, Robert D., Berkin, Andrew L. and Ye, Jia (2000) How Well Have Taxable Investors Been Served in the 1980's and 1990's?, First Quadrant, 3.
  2. Barberis, Nicholas (2000) Investing in the Long Run when Returns are Predictable, The Journal of Finance, 55(1), 225–264.
  3. Bertsimas, Dimitris, Lauprete, Geoffrey J. and Samarov, Alexander (2004) Shortfall as a Risk Measure: Properties Optimization and Applications, Journal of Economic Dynamics & Control, 28, 1353–1381.
  4. Biondi, Luca (2013) Il Modello Black and Litterman: Descrizione Teorica del modello, Edizioni Accademiche Italiane.
  5. Black, Fischer and Litterman, Robert (1992) Global Portfolio Optimization, Financial Analysts Journal, 48(1), 68–74.
  6. Bogle, John C. (2009) Common Sense on Mutual Funds, John Wiley & Sons.
  7. Brown, Jeffrey R., Ivković, Zoran, Smith, Paul A. and Weisbenner, Scott (2008) Neighbors Matter: Causal Community Effects and Stock Market Participation, The Journal of Finance, 63(3), 1509–1531.
  8. Brunel, Jean L. P. (2002) Integrated Wealth Management: The New Direction for Portfolio Managers, Euromoney Books.
  9. Brunel, Jean L. P. (2003) Revisiting the Asset Allocation Challenge Through a Behavioral Finance Lens, The Journal of Wealth Management, 6(2 Fall), 10–20.
  10. Brunel, Jean L. P. (2015) Goals-Based Wealth Management: An Integrated and Practical Approach to Changing the Structure of Wealth Advisory Practices, Wiley Finance.
  11. Burns, William J. and Slovic, Paul (2012) Modeling the Dynamics of Risk Perception and Fear: Examining Amplifying Mechanisms and Their Consequences, Research Project Summaries, Paper 104.
  12. Campbell, John Y. and Viceira, Luis M. (2002) Strategic Asset Allocation: Portfolio Choice for Long-Term Investors, Oxford University Press.
  13. Cerulli Associates (2013) The Cerulli Report: Understanding and Addressing a More Sophisticated Population, Cerulli Associates.
  14. Chhabra, Ashvin B. (2005) Beyond Markowitz: A Comprehensive Wealth Allocation Framework for Individual Investors, The Journal of Wealth Management, 7(4), 8–34.
  15. Chhabra, Ashvin B. (2011) The Wealth Allocation Framework Revisited, Merrill Lynch Wealth Management Institute White Paper.
  16. Chhabra, Ashvin B. (2015) The Aspirational Investor: Taming the Markets to Achieve Your Life's Goals, HarperBusiness.
  17. Christensen, Clayton M. (2002) The Innovator's Dilemma, Collins.
  18. Christensen, Clayton M. and Raynor, Michael E. (2003) The Innovator's Solution, Harvard Business School Publishing Corporation.
  19. Coates, John (2013) The Hour Between Dog and Wolf: Risk Taking, Gut Feelings and the Biology of Boom and Bust, Penguin Books.
  20. Credit Suisse (2012) Global Wealth Databook 2012, Credit Suisse Research Institute.
  21. Das, Sanjiv, Markowitz, Harry, Scheid, Jonathan and Statman, Meir (2010) Portfolio Optimization with Mental Accounts, Journal of Financial and Quantitative Analysis, 45(2), 311–334.
  22. Das, Sanjiv, Markowitz, Harry, Scheid, Jonathan and Statman, Meir (2011) Portfolios for Investors Who Want to Reach Their Goals While Staying on the Mean/Variance Efficient Frontier, The Journal of Wealth Management, 14(2), 25–31.
  23. Dembo, Ron (1991) Scenario Optimization, Annals of Operations Research, 30(1–4), 63–80.
  24. Dembo, Ron and King, Alan (1992) Tracking Models and the Optimal Regret Distribution in Asset Allocation, Applied Stochastic Models and Data Analysis, 8(3), 151–157.
  25. Dembo, Ron and Freeman, Andrew (1998) Seeing Tomorrow: Rewriting the Rules of Risk, John Wiley & Sons.
  26. Drobetz, Wolfgang, Oertmann, Peter and Zimmerman, Heinz (2003) Global Asset Allocation: New Methods and Applications, Wiley Finance.
  27. Elton, Edwin J. and Gruber, Martin J. (1995) Modern Portfolio Theory and Investment Analysis, 5th edition, John Wiley & Sons.
  28. Estrada, Javier (2008) Mean-Semivariance Optimization: A Heuristic Approach, Journal of Applied Finance, 18(1), 57–72.
  29. Faure, Henri (1982) Discrépance de suites associées á un systćme de numération (en dimensions), Acta Arithmetica, 41(4), 337–351.
  30. Foerster, Stephen, Linnainmaa, Juhani T., Melzer, Brian T. and Previtero, Alessandro (2014) Retail Financial Advice: Does One Size Fit All? National Bureau of Economic Research Working Paper 20712.
  31. Fox, Craig R., Ratner, Rebecca K. and Lieb, Daniel S. (2005) How Subjective Grouping of Options Influences Choice and Allocation: Diversification Bias and the Phenomenon of Partition Dependence, Journal of Experimental Psychology: General, 134(4), 538–551.
  32. Gilli, Manfred, Këllezi, Evis and Hysi, Hilda (2002) A Data-Driven Optimization Heuristic for Downside Risk Minimization, Swiss Finance Institute Research Paper no. 6.
  33. Gofman, Michael and Manela, Asaf (2012) An Empirical Evaluation of the Black-Litterman Approach to Portfolio Choice, available at SSRN: http://ssrn.com/abstract=1782033.
  34. Halton, John H. (1960) On the Efficiency of Certain Quasi-Random Sequences of Points in Evaluating Multi-Dimensional Integrals 2, Numerische Mathematik, 84–90.
  35. Herger, Mario (2014) Gamification in Banking & Finance, Enterprise Gamification, CreateSpace Independent Publishing Platform.
  36. Huelin, Lars and Mirza, Kheyam (2011) Portfolio Optimization in a Downside Risk Framework: A Study of the Performance of Downside Risk Measures in Investment Management, Lap Lambert Academic Publishing.
  37. Hunter, Dan and Werbach, Kevin (2012) For the Win, Wharton Digital Press.
  38. Idzorek, Thomas M. (2004) A Step-by-Step Guide to the Black-Litterman Model: Incorporating user-specified confidence intervals.
  39. Idzorek, Thomas M. and Xiong, James X. (2010) Mean-Variance Versus Mean-Conditional Value-at-Risk Optimization: The Impact of Incorporating Fat Tails and Skewness into the Asset Allocation Decision, Ibbotson.
  40. Investment Company Institute (2015) Investment Company Fact Book 2015: A Review of Trends and Activities in the U.S. Investment Company Industry, 55th edition, ICI.
  41. Janssen, Ronald, Kramer, Bert and Boender, Guus (2013) Life Cycle Investing: From Target-Date to Goal-Based Investing, The Journal of Wealth Management, 16, 23–32.
  42. Jones, Charles M. (2002) A Century of Stock Market Liquidity and Trading Costs, Graduate School of Business, Columbia University.
  43. Kahneman, Daniel and Tversky, Amos (1979) Prospect Theory: An Analysis of Decision under Risk, Econometrica, 47, 263–291.
  44. Keynes, John M. (1931) Essays in Persuasion, Macmillan.
  45. Klement, Joachim (2015) Investor Risk Profiling: An Overview, CFA Institute Research Foundation Briefs.
  46. Klement, Joachim, and Miranda, R. E. (2012) Kicking the Habit: How Experience Determines Financial Risk Preferences, The Journal of Wealth Management, 15(2), 10–25.
  47. Laney, Douglas (2001) 3D Data Management: Controlling Data Volume, Velocity, and Variety, Meta Group.
  48. Lintner, John (1965) The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets, Review of Economics and Statistics, 47(1), 13–37.
  49. Litterman, Robert and He, Guangliang (1999) The Intuition Behind Black-Litterman Model Portfolios, Goldman Sachs Investment Management Division.
  50. Malkiel, Burton G. and Ellis, Charles D. (2013) The Elements of Investing, John Wiley & Sons.
  51. Markowitz, Harry M. (1990) Judgment under Uncertainty: Heuristic and Biases, Baruch College at The City University of New York.
  52. Markowitz, Harry M. (1952) Portfolio Selection 7, The Journal of Finance, 77–91.
  53. Martellini, Lionel and Ziemann, Volker (2007) Extending Black-Litterman Analysis Beyond the Mean-Variance Framework, EDHEC Risk and Asset Management Research Centre.
  54. Maslow, Abraham H. (1943) A Theory of Human Motivation, Psychological Review, 50, 370–396.
  55. Maude, David (2010) Global Private Banking and Wealth Management: The New Realities, John Wiley & Sons.
  56. Melnick, Edward L., Nayyar, Praveen R., Pinedo, Michael L. and Seshadri, Sridhar (2000) Creating Value for the Financial Services, Springer.
  57. Michaud, Richard O., Esch, David N. and Michaud, Robert O. (2013) Deconstructing Black-Litterman: How to Get the Portfolio You Already Knew You Wanted, Journal of Investment Management, 11(1), 6–20.
  58. MyPrivateBanking (2014) Robo-Advisors: Threats and Opportunities for the Global Wealth Management Industry, MyPrivateBanking Research.
  59. MyPrivateBanking (2015) Robo-Advisors 2.0: How Automated Investing is Infiltrating the Wealth Management Industry, MyPrivateBanking Research.
  60. Niederreiter, Harald (1987) Random Number Generation and Quasi-Monte Carlo Methods, CBMS-NSF Regional Conference Series in Applied Mathematics.
  61. Rha, Jong-Youn, Montalto, Catherine P. and Hanna, Sherman D. (2006) The Effect of Self-Control Mechanisms on Household Saving Behavior, Financial Counselling and Planning, 17(2).
  62. Rice, Douglas (2005) Variance in Risk Tolerant Measurement: Towards a Uniform Theory, PhD Dissertation Golden Gate University.
  63. Rockafellar, Tyrrel R. and Uryasev, Stanislav (2000) Optimization of Conditional Value at Risk, Journal of Risk, 2(3), 21–41.
  64. Shafir, Eldar, and Thaler, Richard H. (2006) Invest Now, Drink Later, Spend Never: On the mental accounting of delayed consumption, Journal of Economic Psychology, 27, 694–712.
  65. Sharpe, William F. (1964) Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk, The Journal of Finance, 19(3), 425–442.
  66. Shefrin, Hersh and Statman, Meir (2000) Behavioural Portfolio Theory, Journal of Financial and Quantitative Analysis, 35(2), 127–151.
  67. Sironi, Paolo (2015) Modern Portfolio Management: From Markowitz to Probabilistic Scenario Optimisation, Risk Books.
  68. Sobol, Ilya (1967) On the distribution of points in a cube and the approximate evaluation of integrals, USSR Computational Mathematics and Mathematical Physics, 7(4), 86–112.
  69. Swensen, David F. (2005) Unconventional Success: A Fundamental Approach to Personal Investment, Free Press.
  70. Talent Management Team – Executive Office – United Nations Joint Staff Pension Fund (2013) Traditionalists, Baby Boomers, Generation X, Generation Y (and Generation Z) Working Together. What Matters and How They Learn? How different are they? Fact or Fiction.
  71. Thaler, Richard H. (1990) Anomalies: Saving, Fungibility and Mental Accounts, The Journal of Economic Perspectives, 4(1), 193–205.
  72. Walters, Jay (2009) The Black-Litterman Model in Detail.
  73. Weber, Martin, Weber, Elke U. and Nosic, Alen (2012) Who Takes Risks When and Why: Determinants of Changes in Investor Risk Taking, Review of Finance, 17, 847–883.
..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset