Alternatives to mean-variance for portfolio selection

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Bibliographische Detailangaben
Veröffentlicht in:	Handbook of financial economics
1. Verfasser:	Philippatos, George C. (VerfasserIn)
Format:	UnknownFormat
Veröffentlicht:	1979
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Titel	Jahr	Verfasser
Tests of capital market theory and implications of the evidence	1979	Jensen, Michael C.
Statistical decision theory and financial decisionmaking	1979	Winkler, Robert L.
Mean-variance portfolio selection strategies	1979	Philippatos, George C.
Capital budgeting	1979	Bicksler, James L.
A theory of corporate bankruptcy and optimal capital structure	1979	Chen, Andrew H.
Alternatives to mean-variance for portfolio selection	1979	Philippatos, George C.
Leasing as a financial instrument	1979	Upton, Charles
The term structure of interest rates : theories and evidence	1979	Nelson, Charles R.
On the theory of the firm in a capital asset pricing model world	1979	Hite, Gailen L.
The dual role of accounting : a financial economic perspective	1979	Ronen, Joshua
The trade credit decision	1979	Schwartz, Robert A.
Applications of option pricing analysis	1979	Smith jr., Clifford W.
New evidence on the capitla asset pricing model	1979	Friend, Irwin
Uncertain inflation and optimal corporate investment decisions	1979	Chen, Andrew H.
Financial decizion-marking for the firm in an open economy	1979	Adler, Michael
Economic foundations of stock market regulation	1979	Friend, Irwin
Efficiency capital markets	1979	Hess, Patrick J.
Evaluation of investment performance	1979	Hess, Patrick J.
Cash management	1979	Elton, Edwin J.
The selection of optimal portfolios : Some simple techniques	1979	Elton, Edwin J.