Borrow it
Coverart for item
The Resource Portfolio theory, 25 years after : essays in honor of Harry Markowitz, edited by E. J. Elton, M. J. Gruber

Portfolio theory, 25 years after : essays in honor of Harry Markowitz, edited by E. J. Elton, M. J. Gruber

Work
Publication
Extent
viii, 256 pages
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 multi10908705 092 0
Isbn
9780444852793
Instance
Label
Portfolio theory, 25 years after : essays in honor of Harry Markowitz
Title
Portfolio theory, 25 years after
Title remainder
essays in honor of Harry Markowitz
Statement of responsibility
edited by E. J. Elton, M. J. Gruber
Contributor
Subject
Language
eng
Cataloging source
IT-FiEUI
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
  • 1927-
  • 1937-
http://library.link/vocab/relatedWorkOrContributorName
  • Markowitz, H.
  • Elton, Edwin J
  • Gruber, Martin Jay
Series statement
TIMS studies in the management sciences ; v. 11
http://library.link/vocab/subjectName
Investment analysis
Label
Portfolio theory, 25 years after : essays in honor of Harry Markowitz, edited by E. J. Elton, M. J. Gruber
Instantiates
Publication
Bibliography note
Includes biliographies
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
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 multi10908705 092 0
Control code
FIEb10908699
Dimensions
25 cm.
Extent
viii, 256 pages
Isbn
9780444852793
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)4491594
Label
Portfolio theory, 25 years after : essays in honor of Harry Markowitz, edited by E. J. Elton, M. J. Gruber
Publication
Bibliography note
Includes biliographies
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
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 multi10908705 092 0
Control code
FIEb10908699
Dimensions
25 cm.
Extent
viii, 256 pages
Isbn
9780444852793
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)4491594

Subject

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055

Library Links

Structured data from the Bibframe namespace is licensed under the Creative Commons Attribution 4.0 International License by European University Institute Library. Additional terms may apply to data associated with third party namespaces.