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

Author(s)

• Frankfurter, George M.
• Phillips, Herbert E.

Bibliographic Information

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

Note

Bibliography: p. 131-139

Includes index

Description and Table of Contents

Description

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.

Table of Contents

• 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.

by "Nielsen BookData"

Details

• NCID: BA25065779
• ISBN:
  • 1559383135
• LCCN: 95001206
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Greenwich, Conn. ; London
• Pages/Volumes: xvi, 146 p.
• Size: 24 cm
• Classification:
  • LCC : HG4529.5
  • DC20 : 332.6
• Subject Headings:
  • LCSH : Portfolio management
• Parent Bibliography ID:
  • BA00346927