SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

被引：128
|
作者：
ELTON, EJ [1 ]
GRUBER, MJ [1 ]
PADBERG, MW [1 ]
机构：
[1] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
来源：
JOURNAL OF FINANCE | 1976年 / 31卷 / 05期
关键词：
D O I：
10.2307/2326684
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：1341 / 1357
页数：17
相关论文
共 50 条
  • [31] FACTORS INFLUENCING PORTFOLIO SELECTION - SIMPLE MODEL
    ROSKAMP, KW
    [J]. KYKLOS, 1967, 20 (02) : 502 - 510
  • [32] PERSONAL TAX CONSIDERATIONS IN PORTFOLIO CONSTRUCTION - TILTING THE OPTIMAL PORTFOLIO SELECTION
    TALMOR, E
    [J]. QUARTERLY REVIEW OF ECONOMICS AND BUSINESS, 1985, 25 (03): : 55 - 71
  • [33] Enhanced index tracking optimal portfolio selection
    de Paulo, Wanderlei Lima
    de Oliveira, Estela Mara
    do Valle Costa, Oswaldo Luiz
    [J]. FINANCE RESEARCH LETTERS, 2016, 16 : 93 - 102
  • [34] Management of intellectual capital by optimal portfolio selection
    Daniels, H
    Noordhuis, H
    [J]. PRACTICAL ASPECTS OF KNOWLEDGE MANAGEMENT, 2002, 2569 : 613 - 619
  • [35] Stability of Optimal Solution in Portfolio Selection Problem
    Kopa, Milos
    [J]. PROCEEDINGS OF THE 21ST INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS 2003, 2003, : 166 - 170
  • [36] Optimal portfolio selection in nonlinear arbitrage spreads
    Alsayed, Hamad
    McGroarty, Frank
    [J]. EUROPEAN JOURNAL OF FINANCE, 2013, 19 (03): : 206 - 227
  • [37] Optimal portfolio selection and dynamic benchmark tracking
    Gaivoronski, AA
    Krylov, S
    van der Wijst, N
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2005, 163 (01) : 115 - 131
  • [38] Optimal portfolio selection: The value at risk case
    R Bramante
    B Cazzaniga
    [J]. Journal of Asset Management, 2000, 1 (2) : 132 - 137
  • [39] EMPIRICAL LOG-OPTIMAL PORTFOLIO SELECTION
    MORVAI, G
    [J]. PROBLEMS OF CONTROL AND INFORMATION THEORY-PROBLEMY UPRAVLENIYA I TEORII INFORMATSII, 1991, 20 (06): : 453 - 463
  • [40] Optimal retirement and portfolio selection with consumption ratcheting
    Junkee Jeon
    Kyunghyun Park
    [J]. Mathematics and Financial Economics, 2020, 14 : 353 - 397
12345