Modern portfolio theory, 1950 to date

被引：101
|
作者：
Elton, EJ
Gruber, MJ
机构：
[1] NYU, Stern Sch Business, Dept Finance, New York, NY 10012 USA
[2] NYU, Stern Sch Business, Management Educ Ctr, New York, NY 10012 USA
来源：
JOURNAL OF BANKING & FINANCE | 1997年 / 21卷 / 11-12期
关键词：
portfolio theory; optimization; performance evaluation; financial institutions;
D O I：
10.1016/S0378-4266(97)00048-4
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
In this article we have reviewed "Modern Portfolio Analysis" and outlined some important topics for further research. Issues discussed include the history and future of portfolio theory, the key inputs necessary to perform portfolio optimization, specific problems in applying portfolio theory to financial institutions, and the methods for evaluating how well portfolios are managed. Emphasis is placed on both the history of major concepts and where further research is needed in each of these areas. (C) 1997 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：1743 / 1759
页数：17
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