skip to content
Portfolio theory, 25 years after : essays in honor of Harry Markowitz Preview this item
ClosePreview this item
Checking...

Portfolio theory, 25 years after : essays in honor of Harry Markowitz

Author: H Markowitz; Edwin J Elton; Martin Jay Gruber
Publisher: Amsterdam ; New York : North-Holland Pub. Co. ; New York : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1979.
Series: TIMS studies in the management sciences, v. 11.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Online version:
Portfolio theory, 25 years after.
Amsterdam ; New York : North-Holland Pub. Co. ; New York : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1979
(OCoLC)891413940
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: H Markowitz; Edwin J Elton; Martin Jay Gruber
ISBN: 0444852794 9780444852793
OCLC Number: 4491594
Description: viii, 256 pages : illustrations ; 25 cm.
Contents: Elton, E.J., Gruber, M.J. and Padberg, M.W. Simple criteria for optimal portfolio selection.--Rudd, A. and Rosenberg, B. Realistic portfolio optimization.--Bawa, V.S. and Chakrin, L.M. Optimal portfolio choice and equilibrium in a lognormal securities market.--Levy, H. Does diversification always pay?--Frankfurter, G. and Phillips, H. Measuring risk and expectation bias in well diversified portfolios.--Brenner, M. and Sarnat, M. The impact of inflation on portfolio selection.--Litzenberger, R. and Ramaswamy, K. On distributional restrictions for two fund separation.--Lindenberg, E. Capital market equilibrium with price affecting institutional investors.--Carleton, W.T.A note on the use of the CAPM for utility rate of return determination.--Roll, R. Testing a portfolio for ex ante mean/variance efficiency.--Cohen, K.J. et al. On the existence of serial correlation in an efficient securities market.--Hakansson, N.H.A characterization of optimal multi-period portfolio policies.--Sethi, S.P., Gordon, M.J. and Ingham, B. Optimal dynamic consumption and portfolio planning in a welfare state.--Brodt, A.A multi-period portfolio theory model for commercial bank management.--Richard, S.F.A generalized capital asset pricing model.--Stapleton, R.C. and Subrahmanyam, M.G. Multiperiod equilibrium.
Series Title: TIMS studies in the management sciences, v. 11.
Responsibility: edited by E.J. Elton, M.J. Gruber.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/4491594> # Portfolio theory, 25 years after : essays in honor of Harry Markowitz
    a schema:CreativeWork, schema:Book ;
    library:oclcnum "4491594" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/ne> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/836725106#Place/amsterdam> ; # Amsterdam
    library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
    schema:about <http://dewey.info/class/332.67/e18/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/836725106#Thing/investment> ; # Investment
    schema:about <http://experiment.worldcat.org/entity/work/data/836725106#Topic/portfolio_selection> ; # Portfolio Selection
    schema:about <http://experiment.worldcat.org/entity/work/data/836725106#Topic/analyse_financiere> ; # Analyse financière
    schema:about <http://experiment.worldcat.org/entity/work/data/836725106#Topic/investment_analysis> ; # Investment analysis
    schema:about <http://experiment.worldcat.org/entity/work/data/836725106#Topic/portfolio_theorie> ; # Portfolio-theorie
    schema:about <http://experiment.worldcat.org/entity/work/data/836725106#Topic/investissements> ; # Investissements
    schema:about <http://experiment.worldcat.org/entity/work/data/836725106#Topic/portfoliomanagement> ; # Portfoliomanagement
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/71610> ; # Harry Markowitz
    schema:contributor <http://experiment.worldcat.org/entity/work/data/836725106#Person/elton_edwin_j> ; # Edwin J. Elton
    schema:contributor <http://viaf.org/viaf/27141952> ; # Martin Jay Gruber
    schema:datePublished "1979" ;
    schema:description "Elton, E.J., Gruber, M.J. and Padberg, M.W. Simple criteria for optimal portfolio selection.--Rudd, A. and Rosenberg, B. Realistic portfolio optimization.--Bawa, V.S. and Chakrin, L.M. Optimal portfolio choice and equilibrium in a lognormal securities market.--Levy, H. Does diversification always pay?--Frankfurter, G. and Phillips, H. Measuring risk and expectation bias in well diversified portfolios.--Brenner, M. and Sarnat, M. The impact of inflation on portfolio selection.--Litzenberger, R. and Ramaswamy, K. On distributional restrictions for two fund separation.--Lindenberg, E. Capital market equilibrium with price affecting institutional investors.--Carleton, W.T.A note on the use of the CAPM for utility rate of return determination.--Roll, R. Testing a portfolio for ex ante mean/variance efficiency.--Cohen, K.J. et al. On the existence of serial correlation in an efficient securities market.--Hakansson, N.H.A characterization of optimal multi-period portfolio policies.--Sethi, S.P., Gordon, M.J. and Ingham, B. Optimal dynamic consumption and portfolio planning in a welfare state.--Brodt, A.A multi-period portfolio theory model for commercial bank management.--Richard, S.F.A generalized capital asset pricing model.--Stapleton, R.C. and Subrahmanyam, M.G. Multiperiod equilibrium."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/836725106> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/836725106#Series/tims_studies_in_the_management_sciences> ; # TIMS studies in the management sciences ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/891413940> ;
    schema:name "Portfolio theory, 25 years after : essays in honor of Harry Markowitz"@en ;
    schema:productID "4491594" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/4491594#PublicationEvent/amsterdam_new_york_north_holland_pub_co_new_york_sole_distributors_for_the_u_s_a_and_canada_elsevier_north_holland_1979> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/836725106#Agent/sole_distributors_for_the_u_s_a_and_canada_elsevier_north_holland> ; # Sole distributors for the U.S.A. and Canada, Elsevier North-Holland
    schema:publisher <http://experiment.worldcat.org/entity/work/data/836725106#Agent/north_holland_pub_co> ; # North-Holland Pub. Co.
    schema:url <http://swbplus.bsz-bw.de/bsz007173423inh.htm> ;
    schema:workExample <http://worldcat.org/isbn/9780444852793> ;
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GB8007689> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/4491594> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
    schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Agent/north_holland_pub_co> # North-Holland Pub. Co.
    a bgn:Agent ;
    schema:name "North-Holland Pub. Co." ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Agent/sole_distributors_for_the_u_s_a_and_canada_elsevier_north_holland> # Sole distributors for the U.S.A. and Canada, Elsevier North-Holland
    a bgn:Agent ;
    schema:name "Sole distributors for the U.S.A. and Canada, Elsevier North-Holland" ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Person/elton_edwin_j> # Edwin J. Elton
    a schema:Person ;
    schema:familyName "Elton" ;
    schema:givenName "Edwin J." ;
    schema:name "Edwin J. Elton" ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Series/tims_studies_in_the_management_sciences> # TIMS studies in the management sciences ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/4491594> ; # Portfolio theory, 25 years after : essays in honor of Harry Markowitz
    schema:name "TIMS studies in the management sciences ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Topic/analyse_financiere> # Analyse financière
    a schema:Intangible ;
    schema:name "Analyse financière"@fr ;
    schema:name "Analyse financière"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Topic/investment_analysis> # Investment analysis
    a schema:Intangible ;
    schema:name "Investment analysis"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Topic/portfolio_selection> # Portfolio Selection
    a schema:Intangible ;
    schema:name "Portfolio Selection"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Topic/portfolio_theorie> # Portfolio-theorie
    a schema:Intangible ;
    schema:name "Portfolio-theorie"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/836725106#Topic/portfoliomanagement> # Portfoliomanagement
    a schema:Intangible ;
    schema:name "Portfoliomanagement"@en ;
    .

<http://viaf.org/viaf/27141952> # Martin Jay Gruber
    a schema:Person ;
    schema:birthDate "1937" ;
    schema:familyName "Gruber" ;
    schema:givenName "Martin Jay" ;
    schema:name "Martin Jay Gruber" ;
    .

<http://viaf.org/viaf/71610> # Harry Markowitz
    a schema:Person ;
    schema:birthDate "1927" ;
    schema:familyName "Markowitz" ;
    schema:givenName "Harry" ;
    schema:givenName "H." ;
    schema:name "Harry Markowitz" ;
    .

<http://worldcat.org/isbn/9780444852793>
    a schema:ProductModel ;
    schema:isbn "0444852794" ;
    schema:isbn "9780444852793" ;
    .

<http://www.worldcat.org/oclc/891413940>
    a schema:CreativeWork ;
    rdfs:label "Portfolio theory, 25 years after." ;
    schema:description "Online version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/4491594> ; # Portfolio theory, 25 years after : essays in honor of Harry Markowitz
    .

<http://www.worldcat.org/title/-/oclc/4491594#PublicationEvent/amsterdam_new_york_north_holland_pub_co_new_york_sole_distributors_for_the_u_s_a_and_canada_elsevier_north_holland_1979>
    a schema:PublicationEvent ;
    schema:location <http://dbpedia.org/resource/New_York_City> ; # New York
    schema:location <http://experiment.worldcat.org/entity/work/data/836725106#Place/amsterdam> ; # Amsterdam
    schema:organizer <http://experiment.worldcat.org/entity/work/data/836725106#Agent/sole_distributors_for_the_u_s_a_and_canada_elsevier_north_holland> ; # Sole distributors for the U.S.A. and Canada, Elsevier North-Holland
    schema:organizer <http://experiment.worldcat.org/entity/work/data/836725106#Agent/north_holland_pub_co> ; # North-Holland Pub. Co.
    schema:startDate "1979" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.