Forty years of normative portfolio theory : issues, controversies, and misconceptions
著者
書誌事項
Forty years of normative portfolio theory : issues, controversies, and misconceptions
（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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