haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viitteet: 303-312 / 425
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
303.
International Portfolio Analysis and Strategy: The Challenge of the 80s.
Journal of International Business Studies
1981 : AUT, VOL. 12:2, p. 69-82
 1981 Wind, Y.
Douglas, S.
304.
Pure residual and market risk : a note.
Journal of Finance
1981 : DEC, VOL. 36:5, p. 1203-1209
 1981 Chen, S-N.
Keown, A. J.
305.
On diversification given asymmetry in returns.
Journal of Finance
1981 : DEC, VOL. 36:5, p. 1143-1155
 1981 Conine, T. E.
Tamarkin, M. J.
306.
The sampling relationship between Sharpe's performance measure and its risk proxy: sample size, investment horizon and market conditions.
Management Science
1981 : JUN, VOL. 27:6, p. 607-618
 1981 Chen, S-N
Lee, C. F.
307.
Investing with Ben Graham: an ex ante test of the efficient markets hypothesis.
Journal of Financial and Quantitative Analysis
1981 : SEP, VOL. 16:3, p. 341-360
 1981 Oppenheimer, H. R.
Schlarbaum, G. G.
308.
A general mean-variance approximation to expected utility for short holding periods.
Journal of Financial and Quantitative Analysis
1981 : SEP, VOL. 16:3, p. 361-373
 1981 Pulley, L. B.
309.
Portfolio analysis with factors and scenarios.
Journal of Finance
1981 : SEP, VOL. 36:4, p. 871-877
 1981 Markowitz, H. M.
Period, A. F.
310.
Performance hypothesis testing with the Sharpe and Treynor measures.
Journal of Finance
1981 : SEP, VOL. 36:4, p. 889-908
 1981 Jobson, J. D.
Korkie, B. M.
311.
Risk decomposition and portfolio diversification when beta is nonstationary: a note.
Journal of Finance
1981 : SEP, VOL. 36:4, p. 941-947
 1981 Chen, S-N.
Keowne, A. J.
312.
A note on real and nominal efficients sets.
Journal of Finance
1981 : JUN, VOL. 36:3, p. 721-737
 1981 Sercu, P.
« edellinen sivu | seuraava sivu »
SCIMA