Richard D. F. Harris

Publication Activity (10 Years)

Years Active: 2001-2022
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Factor Analysis

Top Venues

Eur. J. Oper. Res.

Publications

Richard D. F. Harris, Murat Mazibas
Portfolio optimization with behavioural preferences and investor memory. Eur. J. Oper. Res. 296 (1) (2022)
Richard D. F. Harris, Evarist Stoja, Linzhi Tan
The dynamic Black-Litterman approach to asset allocation. Eur. J. Oper. Res. 259 (3) (2017)
Richard D. F. Harris, Fatih Yilmaz
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly. Eur. J. Oper. Res. 188 (3) (2008)
Richard D. F. Harris, C. Coskun Küçüközmen
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management. Eur. J. Oper. Res. 134 (3) (2001)