The effects of shifts in a return distribution on optimal portfolios
Year of publication: |
1990
|
---|---|
Authors: | Hadar, Josef |
Other Persons: | Seo, Tae-kun (contributor) |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 31.1990, 3, p. 721-736
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory |
-
Portfolio selection auf der Grundlage symmetrischer und asymmetrischer Risikomaße
Serf, Bernd, (1995)
-
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas, (1998)
-
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph, (1991)
- More ...
-
On the independence of irrelevant assets : McEntire's conjecture
Deb, Rajat, (1991)
-
Asset proportions in optimal portfolios
Hadar, Josef, (1988)
-
Consistent planning under uncertain lifetime
Hadar, Josef, (1987)
- More ...