haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viitteet: 289-298 / 425
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 otsikkovuositekijä
289.
An empirical comparison of stochastic dominance among lognormal prospects.
Journal of Financial and Quantitative Analysis
1982 : JUN, VOL. 17:2, p. 217-226
 1982 Tehranian, H.
Helms, B. P.
290.
On the equivalence between the safety first and minvariance criterion for portfolio selection.
European Journal of Operational Research
1982 : JUN, VOL. 10:2, p. 144-150
 1982 Diez-Canedo, J. M.
291.
Obtaining and parameterizing multiperiod portfolios with desirable characteristics under lognormal returns.
Decision Sciences
1982 : APR, VOL. 13:2, p. 240-250
 1982 Hilliard, J. E.
Clayton, R. J.
292.
Optimal consumption and portfolio strategies in a discrete-time model with summary-dependent preferences.
Journal of Financial and Quantitative Analysis
1982 : MAR, VOL. 17:1, p. 1-15
 1982 Bodily, S. E.
White, C. C.
293.
A simple algorithm for optimal portfolio selection with fixed transaction costs.
Management Science
1982 : MAR, VOL. 28:3, p. 303-314
 1982 Patel, N. R.
Subrahmanyam, M. G.
294.
The portfolio composition of asset holdings in the United Kingdom.
Economic Journal
1982 : JUN, VOL. 92:366, p. 268-284
 1982 Shorrocks, A.
295.
Dynamic portfolio behavior of commercial banks : an integrated analysis.
Quarterly Review of Economics and Business
1982 : SPRING, VOL. 22:1, p. 67-80
 1982 Cargill, T. F.
Meyer, R. A.
296.
The returns and risks of alternative put-option portfolio investment strategies.
Journal of Business
1982 : JAN, VOL. 55:1, p. 1-55
 1982 Merton, R. C.
Scholes, M. S.
Gladstein, M. L.
297.
Modelling the investment behaviour of the UK pension funds.
Managerial Finance
1981 : VOL. 7:3, p. 32-36
 1981 Cohen, I. K.
298.
Covered options : an alternative investmernt strategy.
Financial Management
1981 : Autumn, Vol. 10:4, p. 64-71
 1981 Mueller, P. A.
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