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

Resource Information

The instance Portfolio theory, 25 years after : essays in honor of Harry Markowitz, edited by E. J. Elton, M. J. Gruber represents a material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.

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Label

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

Title remainder

essays in honor of Harry Markowitz

Statement of responsibility

edited by E. J. Elton, M. J. Gruber

Instantiates

• Portfolio theory, 25 years after : essays in honor of Harry Markowitz

Publication

• Amsterdam | New York, North-Holland Pub. Co;, New York, sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1979

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

Record ID

u84043

System control number

(OCoLC)4491594