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Portfolio theory, 25 years after : essays in honor of Harry Markowitz / edited by E.J. Elton, M.J. Gruber. (TIMS studies in the management sciences ; v. 11)

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Portfolio theory, 25 years after : essays in honor of Harry Markowitz / edited by E.J. Elton, M.J. Gruber.

(TIMS studies in the management sciences ; v. 11)

Call No. (NDL)
DF111-A22
Bibliographic ID of National Diet Library
000003231179
Material type
図書
Author
Markowitz, Harry, 1927-ほか
Publisher
North-Holland Pub. Co.
Publication date
1979.
Material Format
Paper
Capacity, size, etc.
viii, 256 p. : ill. ; 24 cm.
NDC
-
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Detailed bibliographic record

Contents：

Elton, E.J., Gruber, M.J. and Padberg, M.W. Simple criteria for optimal portfolio selectionRudd, A. and Rosenberg, B. Realistic portfolio optimization...

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Table of Contents

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  • TABLE OF CONTENTS

  • Preface/ v

  • Introduction/ 1

  • Simple Criteria for Optimal Portfolio Selection: The Multi-Index Case/ 7

    Edwin J. Elton||Martin J. Gruber||Manfred W. Padberg

  • Realistic Portfolio Optimization/ 21

    Andrew Rudd||Barr Rosenberg

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Bibliographic Record

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Paper

Material Type
図書
ISBN
0444852794
Title
Portfolio theory, 25 years after : essays in honor of Harry Markowitz / edited by E.J. Elton, M.J. Gruber.
Series Title
TIMS studies in the management sciences ; v. 11
Author Heading
Markowitz, Harry, 1927- ( 00448871 )Authorities
Elton, Edwin J.
Gruber, Martin Jay, 1937-
Publication, Distribution, etc.
Amsterdam : North-Holland Pub. Co.
New York : North-Holland Pub. Co.
Amsterdam : sole distributors for the U.S.A. and Canada, Elsevier North-Holland
New York : sole distributors for the U.S.A. and Canada, Elsevier North-Holland
Publication Date
1979.
Publication Date (W3CDTF)
1979
Extent
viii, 256 p. : ill. ; 24 cm.
Place of Publication (Country Code)
NL