[1]
|
H. M. Markowitz, “Portfolio Selection,” Journal of Finance, Vol. 7 No. 1, 1952, pp. 77-91.
|
[2]
|
C. K. Jones, “Digital Portfolio Theory,” Journal of Computational Economics, Vol. 18, No. 3, 2001, pp. 287-316.
doi:10.1023/A:1014824005585
|
[3]
|
C. K. Jones, “Fixed Trading Costs, Signal Processing and Stochastic Portfolio Networks,” European Journal of Industrial Engineering, Vol. 1, No. 1, 2007, pp. 5-21.
doi:10.1504/EJIE.2007.012651
|
[4]
|
C. K. Jones, “Portfolio Selection in the Frequency Domain,” American Institute of Decision Sciences Proceedings, 1983.
|
[5]
|
F. Glover and C. K. Jones, “A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection,” Journal of Information and Optimization Sciences, Vol. 9, No. 3, 1988, pp. 299-316.
|
[6]
|
C. K. Jones, “Portfolio Management: New Model for Successful Investment,” McGraw-Hill, London, 1992.
|
[7]
|
S. M. Kay, “Fundamentals of Statistical Signal Processing: Volume II Detection Theory,” Prentice-Hall, New Jersey, 1998.
|
[8]
|
P. A. Samuelson, “The Backward Art of Investing Money,” The Journal of Portfolio Management, Vol. 30, No. 5, 2004, pp. 30-33.
|
[9]
|
C. K. Jones, “Calendar Based Risk, Firm Size, and the Random Walk Hypothesis,” Working Paper, 2004.
http://ssrn.com/abstract=639683
|
[10]
|
M. N. Broadie, “Portfolio Management: New Models for Successful Investment Decisions,” Journal of Finance, Vol. 49, No. 1, 1994, pp. 361-364.
doi:10.2307/2329151
|
[11]
|
C. K. Jones, “PSS Release 2.0: Digital Portfolio Theory,” Portfolio Selection Systems, Gainesville, 1997.
www.PortfolioNetworks.com
|