OPTIMAL PORTFOLIOS - MARKOWITZ FULL COVARIANCE VERSUS SIMPLE SELECTION-RULES

被引：9

作者：

BURGESS, RC

BEY, RP

机构：

来源：

JOURNAL OF FINANCIAL RESEARCH | 1988年 / 11卷 / 02期

关键词：

D O I：

10.1111/j.1475-6803.1988.tb00077.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：153 / 163

页数：11

共 16 条

[1] MORE ON ESTIMATION RISK AND SIMPLE RULES FOR OPTIMAL PORTFOLIO SELECTION [J].

ALEXANDER, GJ ;

RESNICK, BG .

JOURNAL OF FINANCE, 1985, 40 (01) :125-133

[2] PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES [J].

BARRY, CB .

JOURNAL OF FINANCE, 1974, 29 (02) :515-522

[3]

Bawa VS, 1979, ESTIMATION RISK OPTI

[4] EFFECT OF ESTIMATION RISK ON CAPITAL-MARKET EQUILIBRIUM [J].

BROWN, S .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1979, 14 (02) :215-220

[5] ESTIMATION RISK AND SIMPLE RULES FOR OPTIMAL PORTFOLIO SELECTION [J].

CHEN, SN ;

BROWN, SJ .

JOURNAL OF FINANCE, 1983, 38 (04) :1087-1093

[6]

CHEN SN, 1985, FINANCIAL REV, V20, P343

[7] SIMPLE RULES FOR OPTIMAL PORTFOLIO SELECTION - MULTI GROUP CASE [J].

ELTON, EJ ;

GRUBER, MJ ;

PADBERG, MW .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (03) :329-345

[8] SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION - TRACING OUT EFFICIENT FRONTIER [J].

ELTON, EJ ;

GRUBER, MJ ;

PADBERG, MW .

JOURNAL OF FINANCE, 1978, 33 (01) :296-302

[9] SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION [J].

ELTON, EJ ;

GRUBER, MJ ;

PADBERG, MW .

JOURNAL OF FINANCE, 1976, 31 (05) :1341-1357

[10]

ELTON EJ, 1979, PORTFOLIO THEORY 25

← 1 2 →