What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection? von Kwan, Clarence C. Y.

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Solving the Black-Scholes Partial Differential Equation via the Solution Method for a One-Dimensional Heat Equation: A Pedagogic Approach with a Spreadsheet-Based Illustration von Clarence C. Y. Kwan

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The 1/N Investment Strategy from a Pedagogic Perspective: A Spreadsheet-Based Illustration von Clarence C. Y. Kwan

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The Arbitrage Pricing Model: A Pedagogic Derivation and a Spreadsheet-Based Illustration von Clarence C. Y. Kwan

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SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION von KWAN, CLARENCE C. Y.

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A Regression-Based Interpretation of the Inverse of the Sample Covariance Matrix von Clarence C. Y. Kwan

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An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration von Clarence C. Y. Kwan

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A mean-Gini approach to asset allocation involving hedge funds von Sherman Cheung, C., Kwan, Clarence C.Y., Miu, Peter C.

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Market Neutral Portfolio Selection: A Pedagogic Illustration von Clarence C. Y. Kwan

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Addendum to a Case Study on Using Spreadsheets to Facilitate Committee Discussions and to Assist Committee Decisions in an Academic Setting: Graduate Admissions of Applicants with... von Clarence C Y Kwan

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LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION von KWAN, CLARENCE C. Y.

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Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices von Kwan, Clarence C.Y.

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Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration von Yi Feng, Clarence C. Y. Kwan

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Bond Duration: A Pedagogic Illustration von Yi Feng, Clarence C. Y. Kwan

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Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial Modeling von Kevin D. Brewer, Yi Feng, Clarence C. Y. Kwan

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The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration von Clarence C. Y. Kwan

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Spreadsheet-Based Sudoku as a Tool for Teaching Logical Deduction von Clarence C. Y. Kwan

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Time-Value Concepts, Bond Valuation, and Corresponding Spreadsheet Functions von Yi Feng, Clarence C. Y. Kwan

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Using Spreadsheets to Facilitate Committee Discussions and to Assist Committee Decisions in an Academic Setting: A Case Study von Clarence C. Y. Kwan

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Estimation Error in the Correlation of Two Random Variables: A Spreadsheet-Based Exposition von Clarence C. Y. Kwan

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