haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viitteet: 308-317 / 425
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 otsikkovuositekijä
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.
313.
Unit trusts, homogenous beliefs and the separation property.
Journal of Business Finance and Accounting
1981 : SPRING, VOL. 8:1, p. 61-78
 1981 White, J. R.
314.
International portfolio diversification of real assets: an update.
Journal of Business Finance and Accounting
1981 : SPRING, VOL. 8:1, p. 45-50
 1981 Lloyd, W. P.
Goldstein, S. J.
Rogow, R. B.
315.
Residual variance heteroscedasticity, portfolio diversification, and trading rules.
Quarterly Review of Economics and Business
1981 : AUT, VOL. 21:3, p. 87-97
 1981 Chen, S. N.
316.
Portefeuilleplanung in der Inflation.
Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
1981 : OCT, VOL. 33:10, p. 906-921
 1981 Truxius, D.
317.
Necessary and sufficient conditions for the mean-variance portfolio model with constant risk aversion.
Journal of Financial and Quantitative Analysis
1981 : JUN, VOL. 16:2, p. 169-176
 1981 Epps, T. W.
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