PORTFOLIO SELECTION - EFFICIENT DIVERSIFICATION OF INVESTMENTS - MARKOWITZ,HM

被引：1
|
作者：
MILLER, MH
机构：
来源：
JOURNAL OF BUSINESS | 1960年 / 33卷 / 04期
关键词：
D O I：
10.1086/294377
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：391 / 393
页数：3
相关论文
共 50 条
  • [41] Markowitz Portfolio Construction at Seventy
    Boyd, Stephen
    Johansson, Kasper
    Kahn, Ronald
    Schiele, Philipp
    Schmelzer, Thomas
    JOURNAL OF PORTFOLIO MANAGEMENT, 2024, 50 (08): : 117 - 160
  • [42] AN OBTAINABLE AND EFFICIENT SET IN THE STANDARD MEAN-VARIANCE SMALL PORTFOLIO SELECTION MODEL: A NON-MARKOWITZ APPROACH
    Babanic, Mirko
    Stefanovic, Nikola
    INTERNATIONAL JOURNAL FOR QUALITY RESEARCH, 2023, 17 (01) : 41 - 60
  • [43] MARKOWITZ CONTRIBUTION TO PORTFOLIO THEORY
    WITT, SF
    DOBBINS, R
    MANAGERIAL FINANCE, 1979, 5 (01) : 3 - 17
  • [44] Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?
    Huettner, Amelie
    Mai, Jan-Frederik
    Mineo, Stefano
    DEPENDENCE MODELING, 2018, 6 (01): : 63 - 87
  • [45] A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim
    Hou, Danlin
    Xu, Zuo Quan
    SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2016, 7 (01): : 124 - 151
  • [46] Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature
    Yuanyuan Zhang
    Xiang Li
    Sini Guo
    Fuzzy Optimization and Decision Making, 2018, 17 : 125 - 158
  • [47] Efficient diversification of international investments: The Spanish point of view
    Bonilla, M
    Medal, A
    CURRENT TOPICS IN QUANTITATIVE FINANCE, 1999, : 13 - 24
  • [48] Selection of optimal portfolio by use of risk diversification method
    Bris, Martina
    Kristek, Ivan
    Mijoc, Ivo
    INTERDISCIPLINARY MANAGEMENT RESEARCH IV, 2008, : 329 - 343
  • [49] Portfolio selection: from under-diversification to concentration
    Xu, Jiawen
    Li, Yixuan
    Liu, Kai
    Chen, Tao
    EMPIRICAL ECONOMICS, 2023, 64 (04) : 1539 - 1557
  • [50] Investor preferences and portfolio selection: is diversification an appropriate strategy?
    Hueng, C. James
    Yau, Ruey
    QUANTITATIVE FINANCE, 2006, 6 (03) : 255 - 271
12345