haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viitteet: 241-250 / 425
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 otsikkovuositekijä
241.
Large-scale portfolio optimization.
Management Science
1984 : OCT, VOL. 30:10, p. 1143-1160
 1984 Perold, A. F.
242.
Die Leistungsfähigkeit deutscher Aktieninvestmentfonds : eine empirische Untersuchung zur Informationseffizienz des deutschen Aktienmarktes.
Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
1984 : JAN, VOL. 36:1, p. 60-73
 1984 Lerbinger, P.
243.
Risk-return tradeoffs of contingent insurance strategies for active bond portfolios.
Financial Analysts' Journal
1984 : MAY-JUN, VOL. 40:3, p. 34-39
 1984 Platt, R. B.
Latainer, G. D.
244.
A closed-form formula for calculating bond duration.
Financial Analysts' Journal
1984 : MAY-JUN, VOL. 40:3, p. 76-78
 1984 Chua, J. H.
245.
Piggybacking for business and nonprofits : a strategy for hard times.
Long Range Planning
1984 : APR, VOL. 17:2, p. 96-102
 1984 Nielsen, R. P.
246.
Market timing and mutual fund investment performance.
Journal of Business
1984 : JAN, VOL. 57:1, part 1, p. 57-72
 1984 Chang, E. C.
Lewellen, W. G.
247.
Market timing and mutual fund performance : an empirical investigation.
Journal of Business
1984 : JAN, VOL. 57:1, p. 73-96
 1984 Henriksson, R. D.
248.
International capital market structure, portfolio diversification, and the role of the multinational corporation : some recent findings.
Bedrijfskunde, Tijdschrift voor Modern Management
1984 : VOL. 56:1, p. 107-112
 1984 Severiens, J. T.
249.
Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms.
Journal of Financial and Quantitative Analysis
1983 : DEC, VOL. 18:4, p. 411-424
 1983 Aivazian, V. A.
250.
Comparison of alternative utility functions in portfolio selection problems.
Management Science
1983 : NOV, VOL. 29:11, p. 1257-1276
 1983 Kallberg, J. G.
Ziemba, W. T.
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