Portfolio theory, 25 years after essays in honor of Harry Markowitz
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Other Authors: | , , |
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Format: | Book |
Published: |
Amsterdam
North-Holland Pub. Co.
1979
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Series: | TIMS studies in the management sciences ; v. 11
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Subjects: | |
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