haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viitteet: 148-157 / 425
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 otsikkovuositekijä
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.
155.
Portfolio insurance and the market crash.
Financial Analysts' Journal
1988 : JAN/FEB, VOL. 44:1, p. 38-47
 1988 Rubinstein, M.
156.
Stock index futures and stock market activity in October 1987.
Financial Analysts' Journal
1988 : JAN/FEB, VOL. 44:1, p. 28-37
 1988 Tosini, P. A.
157.
Dynamic strategies for asset allocation.
Financial Analysts' Journal
1988 : JAN/FEB, VOL. 44:1, p. 16-27
 1988 Perold, A. F.
Sharpe, W. F.
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