-
2
-
-
84977397409
-
On the direction of preference for moments of higher order than the variance
-
Horvath, P.A., Scott, R.C. (1980): On the direction of preference for moments of higher order than the variance. The Journal of Finance 35, 915-919
-
(1980)
The Journal of Finance
, vol.35
, pp. 915-919
-
-
Horvath, P.A.1
Scott, R.C.2
-
5
-
-
0003114587
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner, J. (1965): The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics 47, 13-37
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
7
-
-
0001238604
-
Equilibrium in a capital asset market
-
Mossin, J. (1966): Equilibrium in a capital asset market. Econometrica 34, 768-783
-
(1966)
Econometrica
, vol.34
, pp. 768-783
-
-
Mossin, J.1
-
8
-
-
0000557004
-
On the class of elliptical distributions and their applications to the theory of portfolio choice
-
Owen, J., Rabinovitch, R. (1983): On the class of elliptical distributions and their applications to the theory of portfolio choice. The Journal of Finance 38, 745-752
-
(1983)
The Journal of Finance
, vol.38
, pp. 745-752
-
-
Owen, J.1
Rabinovitch, R.2
-
10
-
-
0001217228
-
A simplified model for portfolio analysis
-
W.F. Sharpe, (1963): A simplified model for portfolio analysis. Management Science 9, 277-293
-
(1963)
Management Science
, vol.9
, pp. 277-293
-
-
Sharpe, W.F.1
-
11
-
-
0042461054
-
Portfolio selection and asset pricing: Three-parameter framework
-
Simaan, Y. (1993): Portfolio selection and asset pricing: three-parameter framework. Management Science 39, 568-577
-
(1993)
Management Science
, vol.39
, pp. 568-577
-
-
Simaan, Y.1
-
12
-
-
52849100635
-
Teoria del portafoglio: Un modello a tre momenti
-
Modena 5-7 settembre, Pitagora, Bologna
-
Stucchi, P. (1994): Teoria del portafoglio: un modello a tre momenti. Atti del XVIII Convegno AMASES, Modena 5-7 settembre, Pitagora, Bologna, pp. 555-571
-
(1994)
Atti del XVIII Convegno AMASES
, pp. 555-571
-
-
Stucchi, P.1
|