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The European Journal of Finance Volume 15, 2009 - Issue 5-6: ASSET MANAGEMENT AND INTERNATIONAL CAPITAL MARKETS 29th–30th MAY 2008, FRANKFURT AM MAIN
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Original Articles

From Markowitz to modern risk management

Gordon J. Alexander Department of Finance, University of Minnesota, Minneapolis, MN, 55455, USACorrespondence[email protected]
Pages 451-461 | Published online: 01 Dec 2010

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Seyoung Park, Hyunson Song & Sungchul Lee. (2019) Linear programing models for portfolio optimization using a benchmark. The European Journal of Finance 25:5, pages 435-457.
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Jonathan Fletcher, Krishna Paudyal & Timbul Santoso. (2019) Exploring the benefits of international government bond portfolio diversification strategies. The European Journal of Finance 25:1, pages 1-15.
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Guy Kaplanski & Haim Levy. (2015) Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis. The European Journal of Finance 21:3, pages 215-241.
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Robert B. Durand, John Gould & Ross Maller. (2011) On the performance of the minimum VaR portfolio. The European Journal of Finance 17:7, pages 553-576.
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Articles from other publishers (12)

Gianni De Nicolo. (2023) Tail Risk-Managed Portfolios. SSRN Electronic Journal.
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Elias G. Carayannis, Klitos Christodoulou, Panayiotis Christodoulou, Savvas A. Chatzichristofis & Zinon Zinonos. (2021) Known Unknowns in an Era of Technological and Viral Disruptions—Implications for Theory, Policy, and Practice. Journal of the Knowledge Economy 13:1, pages 587-610.
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Hongliang Li. 2021. Proceedings of the 4th International Conference on Economic Management and Green Development. Proceedings of the 4th International Conference on Economic Management and Green Development 209 221 .
Maranatha Wijayaningtyas & Kukuh Lukiyanto. (2019) Informal housing construction workers’ perceptions toward the improvement of effective leadership and performance. MATEC Web of Conferences 258, pages 02004.
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Ioannis Oikonomou, Emmanouil Platanakis & Charles Sutcliffe. (2018) Socially responsible investment portfolios: Does the optimization process matter?. The British Accounting Review 50:4, pages 379-401.
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Giulio Palomba & Luca Riccetti. (2012) Portfolio frontiers with restrictions to tracking error volatility and value at risk. Journal of Banking & Finance 36:9, pages 2604-2615.
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Stavros Degiannakis, Christos Floros & Alexandra Livada. (2012) Evaluating value‐at‐risk models before and after the financial crisis of 2008. Managerial Finance 38:4, pages 436-452.
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Stavros Antonios Degiannakis, Christos Floros & Alexandra Livada. (2012) Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence. SSRN Electronic Journal.
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Ioannis Oikonomou, Emmanouil Platanakis & Charles Sutcliffe. (2015) Socially Responsible Investment Portfolios: Does the Optimization Process Matter?. SSRN Electronic Journal.
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Luca Riccetti. (2014) How Risk Managers Should Fix TEV and VaR Constraints in Asset Management. SSRN Electronic Journal.
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Giulio Palomba & Luca Riccetti. (2013) Asset Management with TEV and VAR Constraints: The Constrained Efficient Frontiers. SSRN Electronic Journal.
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Guy Kaplanski & Haim Levy. (2009) Value-at-Risk Capital Requirement Regulation, Risk Taking and Asset Allocation: A Mean-Variance Analysis. SSRN Electronic Journal.
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