10 results
The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 22 / Issue 4 / December 1987
- Published online by Cambridge University Press:
- 06 April 2009, pp. 505-511
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- December 1987
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A Normative Approach to Pension Fund Management
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 16 / Issue 4 / November 1981
- Published online by Cambridge University Press:
- 06 April 2009, pp. 533-555
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- November 1981
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Portfolio Selection: An Analytic Approach for Selecting Securities from a Large Universe
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 2 / June 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 357-377
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- June 1980
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Efficient Portfolios and Superfluous Diversification
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 925-938
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- December 1979
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Performance of the Sharpe Portfolio Selection Model: A Comparison
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 11 / Issue 2 / June 1976
- Published online by Cambridge University Press:
- 19 October 2009, pp. 195-204
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- June 1976
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Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
- Published online by Cambridge University Press:
- 19 October 2009, pp. 177-179
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- March 1975
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Reply: “The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidence”
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 6 / December 1974
- Published online by Cambridge University Press:
- 19 October 2009, pp. 1067-1068
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- December 1974
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The Dynamics of Corporate Debt Management, Decision Rules, and Some Empirical Evidence
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 7 / Issue 4 / September 1972
- Published online by Cambridge University Press:
- 19 October 2009, pp. 1957-1965
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- September 1972
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Estimation Risk in the Portfolio Selection Model: A Comment
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 7 / Issue 1 / January 1972
- Published online by Cambridge University Press:
- 19 October 2009, pp. 1423-1424
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- January 1972
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Portfolio Selection: The Effects of Uncertain Means, Variances, and Covariances
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 6 / Issue 5 / December 1971
- Published online by Cambridge University Press:
- 19 October 2009, pp. 1251-1262
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- December 1971
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