Portfolio allocation with many risky assets

Author(s)

Bibliographic Information

Portfolio allocation with many risky assets

by Joseph E. Stiglitz

（Cowles Foundation paper / Cowles Foundation for Research in Economics at Yale University, no. 384）

Cowles Foundation for Research in Economics at Yale University, 1973

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Note

Title from cover

Reprint of article originally appearing in: Mathematical methods in investment and finance, 1972

Includes bibliographies

Contents of Works

  • 1. Portfolio separation theorems
  • 2. Alternative characterizations of portfolios
  • 3. The term structure of interest rates
  • 4. Comparison with the multi-commodities approach

Related Books： 1-1 of 1

Details

  • NCID
    BA64554968
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New Haven, Conn.
  • Pages/Volumes
    p. 76-125
  • Size
    23 cm
  • Parent Bibliography ID
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