Simple criteria for optimal portfolio selection, the multi-index case

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Bibliographische Detailangaben
Veröffentlicht in:	Portfolio theory twenty-five years after
1. Verfasser:	Elton, Edwin J. (VerfasserIn)
Weitere Verfasser:	Gruber, Martin J. (VerfasserIn), Padberg, Manfred W. (VerfasserIn)
Format:	UnknownFormat
Veröffentlicht:	1979
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Titel	Jahr	Verfasser
A characterization of optimal multi-period portfolio policies	1979	Hakansson, Nils H.
Testing a portfolio for ex ante mean/variance efficiency	1979	Roll, Richard
Optimal dynamic consumption and portfolio planning in a welfare state	1979	Sethi, S. P.
Does diversification always pay?	1979	Levy, Haim
On distributional restrictions for two fund separation	1979	Litzenberger, Robert H.
Simple criteria for optimal portfolio selection, the multi-index case	1979	Elton, Edwin J.
A note on the use of the CAPM for utility rate of return determination	1979	Carleton, Willard T.
A generalized capital asset pricing model	1979	Richard, Scott F.
Realistic portfolio optimization	1979	Rudd, Andrew
Multiperiod equilibrium, some implications for capital budgeting	1979	Stapleton, R. C.
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Optimal portfolio choice and equilibrum in a lognormal securities market	1979	Bawa, Vijay S.
A multi-period portfolio theory model for commercial bank management	1979	Brodt, Abraham I.
Capital market equilibrium with price affecting institutional investors	1979	Lindenberg, Eric B.
On the existence of serial correlation in an efficient securities market	1979	Cohen, Kalman J.
Measuring risk and expectation bias in well diversified portfolios	1979	Frankfurter, George M.