Portfolio theory, 25 years after : essays in honor of Harry Markowitz

Elton, E.J., Gruber, M.J. and Padberg, M.W. Simple criteria for optimal portfolio selection.--Rudd, A. and Rosenberg, B. Realistic portfolio optimization.--Bawa, V.S. and Chakrin, L.M. Optimal portfolio choice and equilibrium in a lognormal securities market.--Levy, H. Does diversification always pay?--Frankfurter, G. and Phillips, H. Measuring risk and expectation bias in well diversified portfolios.--Brenner, M. and Sarnat, M. The impact of inflation on portfolio selection.--Litzenberger, R. and Ramaswamy, K. On distributional restrictions for two fund separation.--Lindenberg, E. Capital market equilibrium with price affecting institutional investors.--Carleton, W.T.A note on the use of the CAPM for utility rate of return determination.--Roll, R. Testing a portfolio for ex ante mean/variance efficiency.--Cohen, K.J. et al. On the existence of serial correlation in an efficient securities market.--Hakansson, N.H.A characterization of optimal multi-period portfolio policies.--Sethi, S.P., Gordon, M.J. and Ingham, B. Optimal dynamic consumption and portfolio planning in a welfare state.--Brodt, A.A multi-period portfolio theory model for commercial bank management.--Richard, S.F.A generalized capital asset pricing model.--Stapleton, R.C. and Subrahmanyam, M.G. Multiperiod equilibrium