Mendeley出力
＜図書＞
Portfolio theory, 25 years after : essays in honor of Harry Markowitz
| 責任表示 | edited by E.J. Elton, M.J. Gruber |
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| シリーズ | TIMS studies in the management sciences ; v. 11 |
| データ種別 | 図書 |
| 出版情報 | Amsterdam ; New York : North-Holland Pub. Co. New York : sole distributors for the U.S.A. and Canada, Elsevier North-Holland , 1979 |
| 本文言語 | 英語 |
| 大きさ | viii, 256 p. : ill. ; 25 cm |
| 目次 | 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 welfare state. Brodt, A.A multi-period portfolio theory model for commercial bank management. Richard, S.F.A generalized capital asset pricing model. Stapleton, R.C. and Subrahmanyam, M.G. Multiperiod equilibrium.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 自動書庫 | 676/E 49/1 | 1979 |
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017232000100866 |
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書誌詳細
| 著者標目 | Markowitz, Harry M. Elton, Edwin J., 1939- Gruber, Martin Jay, 1937- |
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| 件 名 | FREE:Investment analysis |
| 書誌ID | 1000602987 |
| ISBN | 0444852794 |
| NCID | BA13877143 |
| 巻冊次 | ISBN:0444852794 ; XISBN:03783766 |
| 登録日 | 2009.09.14 |
| 更新日 | 2009.09.14 |