Portfolio theory, 25 years after essays in honor of Harry Markowitz
Saved in:
Other Authors: | , , |
---|---|
Format: | Unknown |
Published: |
Amsterdam
North-Holland Pub. Co.
1979
|
Series: | TIMS studies in the management sciences ; v. 11
|
Subjects: | |
Online Access: | Click Here to View Status and Holdings. |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- 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 securit