Portfolio theory, 25 years after essays in honor of Harry Markowitz

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Bibliographic Details
Other Authors: Elton, Edwin J, Markowitz, H. 1927- Harry, Gruber, Martin Jay 1937-
Format: Book
Published: Amsterdam North-Holland Pub. Co. 1979
Series:TIMS studies in the management sciences ; v. 11
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Online Access:Click Here to View Status and Holdings.
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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