Portfolio construction and risk budgeting B Scherer ¬²¬¤¬¢, 2007 | 248 | 2007 |
Portfolio resampling: Review and critique B Scherer Financial Analysts Journal 58 (6), 98-109, 2002 | 220 | 2002 |
A note on the returns from minimum variance investing B Scherer Journal of Empirical Finance 18 (4), 652-660, 2011 | 185 | 2011 |
Individualization of robo-advice M Faloon, B Scherer The Journal of Wealth Management 20 (1), 30, 2017 | 114 | 2017 |
Introduction to modern portfolio optimization with NUOPT and S-PLUS B Scherer, RD Martin Springer New York, 2005 | 104 | 2005 |
Can robust portfolio optimisation help to build better portfolios? B Scherer Journal of Asset Management 7, 374-387, 2007 | 82 | 2007 |
Varying risk premia in international bond markets S Kessler, B Scherer Journal of Banking & Finance 33 (8), 1361-1375, 2009 | 59 | 2009 |
Optimal asset allocation for sovereign wealth funds A Gintschel, B Scherer Journal of Asset Management 9, 215-238, 2008 | 58 | 2008 |
The diversification benefits of commodity futures indexes: A mean‐variance spanning test B Scherer, L He The handbook of commodity investing, 241-265, 2008 | 47 | 2008 |
Portfolio choice for oil based sovereign wealth funds B Scherer Central Bank Reserves and Sovereign Wealth Management, 231-246, 2010 | 42 | 2010 |
Pooling trades in a quantitative investment process C O'Cinneide, B Scherer, X Xu Journal of Portfolio Management 32 (4), 33, 2006 | 37 | 2006 |
A note on portfolio choice for sovereign wealth funds B Scherer Financial Markets and Portfolio Management 23, 315-327, 2009 | 36 | 2009 |
Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+ BayesTM B Scherer, RD Martin Springer Science & Business Media, 2007 | 34 | 2007 |
Real-time transition risk M Apel, A Betzer, B Scherer Finance Research Letters 53, 103600, 2023 | 27 | 2023 |
An alternative route to performance hypothesis testing B Scherer Journal of Asset Management 5 (1), 5-12, 2004 | 27 | 2004 |
Internationalization strategies of private equity firms A Dixit, N Jayaraman The Journal of Private Equity, 40-54, 2001 | 26* | 2001 |
Hedge fund return sensitivity to global liquidity S Kessler, B Scherer Journal of Financial Markets 14 (2), 301-322, 2011 | 23 | 2011 |
The impact of constraints on value-added B Scherer, X Xu Journal of Portfolio Management 33 (4), 45, 2007 | 23 | 2007 |
Algorithmic portfolio choice: lessons from panel survey data B Scherer Financial Markets and Portfolio Management 31 (1), 49-67, 2017 | 22 | 2017 |
A note on the out-of-sample performance of resampled efficiency B Scherer Journal of Asset Management 7 (3), 170-178, 2006 | 21 | 2006 |