haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viitteet: 173-182 / 425
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173.
Subperiod aggregation and the power of multivariate tests of portfolio efficiency.
Journal of Financial Economics
1987 : DEC, VOL. 19:2, p. 389-394
 1987 Gibbons, M. R.
Shanken, J.
174.
A Bayesian approach to testing portfolio efficiency.
Journal of Financial Economics
1987 : DEC, VOL. 19:2, p. 195-215
 1987 Shanken, J.
175.
On correlations and inferences about mean-variance efficiency.
Journal of Financial Economics
1987 : MAR, VOL. 18:1, p. 61-90
 1987 Kandel, S.
Stambaugh, R. F.
176.
La sous-evaluation des actions lors de leur introduction en bourse : motifs et consequences.
Economies et Societes - Sciences de Gestion
1987 : DEC, VOL. 21:12, p. 43-56
 1987 Dubois, M.
Dumontier, P.
177.
Portfolio analysis with partial information : the case of grouped data.
Management Science
1987 : OCT, VOL. 33:10, p. 1238-1246
 1987 Elton, E. J.
Gruber, M. J.
178.
Optimal portfolio selection with upper bounds for individual securities.
Decision Sciences
1987 : FALL, VOL. 18:4, p. 505-523
 1987 Kwan, C. C. Y.
Yio, P. C. Y.
179.
The explicit derivation of the efficient portfolio frontier in the case of degeneracy and general singularity. (!Parametrical quadratic programming)
European Journal of Operational Research
1987 : NOV, VOL. 32:2, p. 302-310
 1987 Vörös, J.
180.
Where to invest in the U.S. now. Featuring : the Fortune investment challenge. Six top brokers compete to creat your best portfolio.
Fortune
1987 : AUTUMN, Special issue, VOL. 116:10, p. 2-104
 1987
181.
Security analysis and stock selection : Turning financial information into return forecasts.
Financial Analysts' Journal
1987 : JUL/AUG, VOL. 43:4, p. 34-43
 1987 Estep, T.
182.
Performance fees for investment management.
Financial Analysts' Journal
1987 : JAN/FEB, VOL. 43:1, p. 14-20
 1987 Davanzo, L. E.
Nesbitt, S. L.
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