haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viitteet: 145-154 / 425
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
145.
Capital flow controls, international asset pricing, and investors' welfare : a multi-country framework.
Journal of Finance
1989 : SEP, VOL. 44:4, p. 1025-1037
 1989 Errunza, V.
Losq, E.
146.
The other Disney in the spotlight.
Fortune
1989 : JUN 5, VOL. 119:12, p. 89-92
 1989 Rice, F.
147.
The richest little club in the world.
Fortune
1989 : JUN 5, VOL. 119:12, p. 47-48, 52, 53-54
 1989 Knowlton, C.
148.
Characterizations of optimal portfolios by univariate and multivariate risk aversion.
Management Science
1989 : MAR, VOL. 35:3, p. 259-269
 1989 Li, Y.
Ziemba, W. T.
149.
All roads lead to risk preference : A turnpike theorem for conditionally independent returns.
Journal of Financial and Quantitative Analysis
1989 : MAR, VOL. 24:1, p. 13-28
 1989 McCardle, K. F.
Winkler, R. L.
150.
Accounting for MLPs, put warrants and purchased credit card portfolios
Journal of Accountancy
1988 : NOV, VOL. 166:5, p. 21-22, 24, 26
 1988 Graves, J.
Levitin, M. S.
151.
Put-Optionen als Instrumente der Portfolioinsurance: Investitionsstrategien fuer institutionelle Anleger? /Puts as instruments of portfolioinsurance:Investment strategies for institutional investors?/
Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1988 : VOL. 124:3, p.391-404
 1988 Blanco, J.
Mueller, H.
152.
Optimal portfolios: Markowitz full covariance versus simple selection rules
Journal of Financial Research
1988 : SUMMER, VOL. 11, No. 2, p.153-163
 1988 Burgess, R. C.
Bey, R. P.
153.
The market for interest rate swaps.
Financial Management
1988 : WINTER, VOL. 17:4, p. 34-44
 1988 Smith, C. W.
Smithson, C. W.
Wakeman, L. M.
154.
Stock index futures: The arbitrage cycle and portfolio insurance.
Financial Analysts' Journal
1988 : JAN/FEB, VOL. 44:1, p. 48-62
 1988 Gould, F. J.
« edellinen sivu | seuraava sivu »
SCIMA