SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

[1] ELTON EJ, 1973, J FINANC, V27, P1203

[2] ELTON EJ, 1974, B ORSA S1, V22, pB88

[3] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J]. JOURNAL OF FINANCE, 1968, 23 (01) : 29 - 40

[4] CRITERIA FOR PORTFOLIO BUILDING [J]. JOURNAL OF FINANCE, 1967, 22 (03) : 359 - 373

[5] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[6] MANGARSARIAN OL, 1969, NONLINEAR PROGRAMMIN

[7] MAO J, 1970, J FINANCE DEC

[8] MARKOWITZ H, 1952, J FINANC, P77

[9] Markowitz H., 1971, PORTFOLIO SELECTION

[10] SHARPE W, J FINANCE, V27, P127

[1] ELTON EJ, 1973, J FINANC, V27, P1203

[2] ELTON EJ, 1974, B ORSA S1, V22, pB88

[3] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J]. JOURNAL OF FINANCE, 1968, 23 (01) : 29 - 40

[4] CRITERIA FOR PORTFOLIO BUILDING [J]. JOURNAL OF FINANCE, 1967, 22 (03) : 359 - 373

[5] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[6] MANGARSARIAN OL, 1969, NONLINEAR PROGRAMMIN

[7] MAO J, 1970, J FINANCE DEC

[8] MARKOWITZ H, 1952, J FINANC, P77

[9] Markowitz H., 1971, PORTFOLIO SELECTION

[10] SHARPE W, J FINANCE, V27, P127