Portfolio theory, 25 years after : essays in honor of Harry Markowitz
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | Livre papier |
| Langue: | Anglais |
| Publié: |
Amsterdam ; New York : New York :
North-Holland Pub. Co. ; sole distributors for the U.S.A. and Canada, Elsevier North-Holland
1979.
|
| Collection: | TIMS studies in the management sciences
v. 11 |
| Sujets: | |
| Autres localisations: | Voir dans le Sudoc |
Table des matières:
- 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