Forty years of normative portfolio theory : issues, controversies, and misconceptions

書誌事項

Forty years of normative portfolio theory : issues, controversies, and misconceptions

by George M. Frankfurter and Herbert E. Phillips

(Contemporary studies in economic and financial analysis, v. 76)

JAI Press, 1995

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注記

Bibliography: p. 131-139

Includes index

内容説明・目次

内容説明

This volume discusses portfolio selection under conditions of risk and MPT plus security analysis for better performance. The book also includes a section on sources of misinformation.

目次

  • Investor utility
  • portfolio selection under conditions of risk
  • personal proability, risk and deterministic methodologies
  • portfolio selection - the case of sample-based inputs
  • bias in estimating portfolio means and variances
  • normative application of positive theory
  • MPT plus security analysis for better performance
  • concluding remarks on sources of misinformation.

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詳細情報

  • NII書誌ID(NCID)
    BA25065779
  • ISBN
    • 1559383135
  • LCCN
    95001206
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Greenwich, Conn. ; London
  • ページ数/冊数
    xvi, 146 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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