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Publish Date
1979
Publisher
North-Holland Pub. Co.,
sole distributors for the U.S.A. and Canada, Elsevier North-Holland,
North-Holland Publishing Company,
Brand: North-Holland Publishing Company
Language
English
Pages
256
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Previews available in: English
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1
Portfolio theory, 25 years after: essays in honor of Harry Markowitz
1979, North-Holland Pub. Co., sole distributors for the U.S.A. and Canada, Elsevier North-Holland, North-Holland Publishing Company, Brand: North-Holland Publishing Company
in English
0444852794 9780444852793
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Book Details
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 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.
Edition Notes
Includes biliographies.
Classifications
The Physical Object
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