haku: @author Bey, R. P. / yhteensä: 7
viitteet: 1-7 / 7
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1.
Optimal portfolios: Markowitz full covariance versus simple selection rules
Journal of Financial Research
1988 : SUMMER, VOL. 11, No. 2, p.153-163
 1988 Burgess, R. C.
Bey, R. P.
2.
The master limited partnership : An alternative to the corporation.
Financial Management
1986 : WINTER, VOL. 15:4, p. 5-14
 1986 Collins, J. M.
Bey, R. P.
3.
Gini's mean difference and portfolio selection : an empirical evaluation.
Journal of Financial and Quantitative Analysis
1984 : SEP, VOL. 19:3, p. 329-338
 1984 Bey, R. P.
Howe, K. M.
4.
Market model stationarity of individual public utilities.
Journal of Financial and Quantitative Analysis
1983 : MAR, VOL. 18:1, p. 67-85
 1983 Bey, R. P.
5.
Additional evidence of heteroscedasticity in the market model.
Journal of Financial and Quantitative Analysis
1980 : JUN, VOL. 15:2, p. 299-322
 1980 Bey, R. P.
Pinches, G. E.
6.
Estimating the optimal stochastic dominance efficient set with a mean-semivariance algorithm.
Journal of Financial and Quantitative Analysis
1979 : DEC, VOL. 14:5, p. 1059-1070
 1979 Bey, R. P.
7.
Autocorrelated cash flows and the selection of a portfolio of capital assets.
Decision Sciences
1978 : 4 OCT VOL.9 p.640-657
 1978 Bey, R. P.
Singleton, J. C.
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