Naive diversification and efficient portfoliosGeorge M. Frankfurter · First published 1981Open the Tome
Measuring risk and expectation bias in well diversified portfoliosGeorge M. Frankfurter · First published 1977Open the Tome
A simulation procedure for estimating bias in well diversified portfoliosGeorge Frankfurter · First published 1976Open the Tome
Utility equities and the allocation of capital resourcesGeorge Frankfurter · First published 1976Open the Tome
Efficient algorithms for conducting stochastic dominance tests on large numbers of portfoliosGeorge Frankfurter · First published 1974Open the Tome
On the stability of alpha and beta estimates in the Sharpe portolio [i.e. portfolio] selection modelGeorge Frankfurter · First published 1974Open the Tome