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02293nam a22002417a 4500 |
| 001 |
64121 |
| 008 |
781130s1979 xx ||| |||| 00| 0 eng d |
| 009 |
PPN018904904 |
| 020 |
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|a 0444852794 (pbk) :
|c £14.15
|
| 041 |
0 |
|
|a eng
|
| 080 |
|
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|a 658.15
|
| 082 |
|
|
|a 332.6/7
|
| 245 |
1 |
0 |
|a Portfolio theory, 25 years after :
|b essays in honor of Harry Markowitz
|c edited by E. J. Elton, M. J. Gruber.
|
| 260 |
|
|
|a Amsterdam ;
|a New York :
|b North-Holland Pub. Co. ;
|a New York :
|b sole distributors for the U.S.A. and Canada, Elsevier North-Holland,
|c 1979.
|
| 300 |
|
|
|a 1 vol. (VIII-256 p.) :
|b ill. ;
|c 25 cm.
|
| 490 |
0 |
|
|a TIMS studies in the management sciences
|v v. 11
|
| 504 |
|
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|a Notes bibliogr.
|
| 505 |
1 |
|
|a Elton, E.J., Gruber, M.J. and Padberg, M.W. Simple criteria for optimal portfolio selection Rudd, A. and Rosenberg, B. Realistic portfolio optimization Bawa, V.S. and Chakrin, L.M. Optimal portfolio choice and equilibrium in a lognormal securities market Levy, H. Does diversification always pay?--Frankfurter, G. and Phillips, H. Measuring risk and expectation bias in well diversified portfolios Brenner, M. and Sarnat, M. The impact of inflation on portfolio selection Litzenberger, R. and Ramaswamy, K. On distributional restrictions for two fund separation Lindenberg, E. Capital market equilibrium with price affecting institutional investors Carleton, W.T.A note on the use of the CAPM for utility rate of return determination Roll, R. Testing a portfolio for ex ante mean/variance efficiency Cohen, K.J. et al. On the existence of serial correlation in an efficient securities market Hakansson, N.H.A characterization of optimal multi-period portfolio policies Sethi, S.P., Gordon, M.J. and Ingham, B. Optimal dynamic consumption and portfolio planning in a welfare state Brodt, A.A multi-period portfolio theory model for commercial bank management Richard, S.F.A generalized capital asset pricing model Stapleton, R.C. and Subrahmanyam, M.G. Multiperiod equilibrium
|
| 650 |
|
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|a Investissements
|
| 700 |
1 |
|
|a Markowitz, Harry Max,
|d 1927-
|4 aut
|
| 700 |
1 |
|
|a Elton, Edwin J.
|4 aut
|
| 700 |
1 |
|
|a Gruber, Martin Jay,
|d 1937-
|4 aut
|
| 997 |
|
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|0 64121
|1 Livre papier
|a Ressource papier
|c 0/Orléans/
|c 1/Orléans/BU Droit, Economie, Gestion/
|z Orléans, BU Droit, Economie, Gestion, PS14675
|
