Francis Gupta
Franciscan Health(US)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Corporate Finance and Governance, Risk and Portfolio Optimization, Financial Reporting and Valuation Research, Financial Literacy, Pension, Retirement Analysis
Most-Cited Works
- → The Legacy of Modern Portfolio Theory(2002)297 cited
- → The Information Ratio and Performance(1999)41 cited
- → Using Constraints to Improve the Robustness of Asset Allocation(1998)27 cited
- → Portfolio Selection(2011)20 cited
- → Mean‐Variance Model for Portfolio Selection(2012)11 cited
- → U.S. Corporate Pension Plans(2000)4 cited
- → Toward an Optimal Domestic Large-Cap Equity Index(2005)3 cited
- → Practical Applications of Market Risk, Size, Style, Momentum, and Dividends: U.S. Equities(2013)
- Market Risk, Size, Style, Momentum, and Dividends: Europe Developed Equities(2012)