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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

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
Member of
Cataloging source
DLC
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
Series volume
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 bibliographies
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 multi-period portfolio policies.--Sethi, S. P., Gordon, M. J. and Ingham, B. Optimal dynamic consumption and portfolio planning in a selfare state.--Brodt, A. A multi-period portfolio theory model for commercial bank management.--Richard, S. F. A generalized capital asset pricing model.--STepleton, R. C. and Subrahmanyam, M. G. Multiperiod equilibrium
Control code
4491594
Dimensions
25 cm
Extent
viii, 256 pages
Isbn
9780444852793
Lccn
78027218
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(WaOLN)193703
Label
Portfolio theory, 25 years after : essays in honor of Harry Markowitz, edited by E. J. Elton, M. J. Gruber
Publication
Bibliography note
Includes bibliographies
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 multi-period portfolio policies.--Sethi, S. P., Gordon, M. J. and Ingham, B. Optimal dynamic consumption and portfolio planning in a selfare state.--Brodt, A. A multi-period portfolio theory model for commercial bank management.--Richard, S. F. A generalized capital asset pricing model.--STepleton, R. C. and Subrahmanyam, M. G. Multiperiod equilibrium
Control code
4491594
Dimensions
25 cm
Extent
viii, 256 pages
Isbn
9780444852793
Lccn
78027218
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(WaOLN)193703

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