MARKOWITZ CONTRIBUTION TO PORTFOLIO THEORY

被引：3
|
作者：
WITT, SF
DOBBINS, R
机构：
来源：
MANAGERIAL FINANCE | 1979年 / 5卷 / 01期
关键词：
D O I：
10.1108/eb013433
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：3 / 17
页数：15
相关论文
共 50 条
  • [1] Characteristics analysis of behavioural portfolio theory in the Markowitz portfolio theory framework
    Mittal, Saksham
    Bhattacharya, Sujoy
    Mandal, Satrajit
    MANAGERIAL FINANCE, 2022, 48 (02) : 277 - 288
  • [2] When Behavioral Portfolio Theory meets Markowitz theory
    Pfiffelmann, Marie
    Roger, Tristan
    Bourachnikova, Olga
    ECONOMIC MODELLING, 2016, 53 : 419 - 435
  • [3] Markowitz portfolio theory for soccer spread betting
    Fitt, Alistair D.
    IMA JOURNAL OF MANAGEMENT MATHEMATICS, 2009, 20 (02) : 167 - 184
  • [4] Harry Markowitz, the Cowles Commission, and portfolio theory
    Dimand, Robert W.
    ANNALS OF OPERATIONS RESEARCH, 2025, 346 (01) : 99 - 111
  • [5] Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation with Harry Markowitz
    Jacobs, Bruce I.
    Levy, Kenneth N.
    HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 529 - 550
  • [6] Applications of Markowitz Portfolio Theory To Pension Fund Design
    Elton, Edwin J.
    Gruber, Martin J.
    Blake, Christopher R.
    HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 419 - +
  • [7] Application of Markowitz's Portfolio Theory in Obtaining the Best Portfolio in the Stock Market
    Chao, Xiaotong
    Tao, Xinyu
    Zeng, Lingling
    PROCEEDINGS OF THE FIRST INTERNATIONAL SYMPOSIUM ON MANAGEMENT AND SOCIAL SCIENCES (ISMSS 2019), 2019, 309 : 119 - 122
  • [8] POSSIBILITIES OF APPLYING MARKOWITZ PORTFOLIO THEORY ON THE CROATIAN CAPITAL MARKET
    Pekanov Starcevic, Dubravka
    Zrnic, Ana
    Jaksic, Tamara
    INTERDISCIPLINARY MANAGEMENT RESEARCH XV (IMR), 2019, 15 : 520 - 538
  • [9] 'ECU as a currency basket: an approach of Markowitz's portfolio theory'
    Musoles, Maria Bonilla
    Bartual, Amparo Medal
    Modelling, Measurement & Control D, 1997, 15 (02): : 1 - 18
  • [10] Applying Markowitz portfolio theory to measure the systematic risk in agriculture
    Toth, Marian
    Holubek, Ivan
    Serences, Roman
    INTERNATIONAL SCIENTIFIC DAYS 2016: THE AGRI-FOOD VALUE CHAIN: CHALLENGES FOR NATURAL RESOURCES MANAGEMENT AND SOCIETY, 2016, : 985 - 993
12345