The β-plus measure in asset allocation

Journal of Portfolio Management

Volumn 30, Issue 3, 2004, Pages

  Leibowitz, Martin L ^a  

^a MORGAN STANLEY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442674092     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2004.412316     Document Type: Article

References (2)

1. Markowitz, H. "Portfolio Selection." Journal of Finance, March 1952.
2. Sharpe, W.F. Portfolio Theory and Capital Markets. New York: McGraw-Hill, 1970.