haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viitteet: 283-292 / 425
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 otsikkovuositekijä
283.
Proloque to a unified portfolio theory.
Journal of Finance
1982 : MAY, VOL. 37:2, p. 625-635
 1982 Ayers, H. F.
Barry, J. Y.
284.
Higher return, lower risk: Historical returns on long-run, actively managed portfolios of stocks, bonds and bills 1936-1978.
Financial Analysts' Journal
1982 : MAR-APR, VOL. 38:2, p. 39-53
 1982 Grauer, R. R.
Hakansson, N. H.
285.
Inflation, interest rates and equity risk premia.
Financial Analysts' Journal
1982 : MAY-JUN, VOL. 38:3, p. 32-43
 1982 Copeland, B. L. Jr.
286.
Portfolio Management with stock index futures.
Financial Analysts' Journal
1982 : JAN-FEB, VOL. 38:1, p. 52-60
 1982 Figlewski, S.
Kon, S. J.
287.
Portefeuille- und Aktienkursbildung bei monopolistischem Anlegerwettbewerb.
Zeitschrift für Betriebswirtschaft
1982 : MAY, VOL. 52:5, p. 471-490
 1982 Rudolph, B.
288.
The effects of interest-bearing required reserves on bank portfolio riskiness.
Journal of Financial and Quantitative Analysis
1982 : JUN, VOL. 17:2, p. 209-216
 1982 Mitchell, D. W.
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.
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