Pascal and Francis Bibliographic Databases

Help

Search results

Your search

kw.\*:("SELECTION PORTEFEUILLE")

Document Type [dt]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Publication Year[py]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Discipline (document) [di]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Language

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Author Country

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Results 1 to 25 of 697

  • Page / 28
Export

Selection :

  • and

ON THE DOMINANCE OF INVESTMENTS IN THE PORTFOLIO SELECTION THEORY.ZAMBRUNO GM.1975; BOLL. UN. MAT. ITAL.; ITAL.; DA. 1975; VOL. 12; NO 1-2; PP. 88-96; ABS. ITAL.; BIBL. 4 REF.Article

SOME NEGATIVE RESULTS ON THE EXISTENCE OF COMPARATIVE STATICS RESULTS IN PORTFOLIO THEORY.HART OD.1975; REV. ECON. STUDIES; G.B.; DA. 1975; VOL. 42; NO 132; PP. 615-621; BIBL. 4 REF.Article

RISH AND WEALTH EFFECTS ON EFFICIENT PORTFOLIO.PAROUSH J.1974; METROECONOMICA; ITAL.; DA. 1974; VOL. 26; NO 1-3; PP. 86-96; BIBL. 8 REF.Article

IN SEARCH OF AN EXPLANATION OF COMMERCIAL BANK SHORT-RUN PORTFOLIO SELECTIONCOURAKIS AS.1980; OXF. BULL. ECON. STAT.; ISSN 0305-9049; GBR; DA. 1980; VOL. 42; NO 4; PP. 305-335; BIBL. 2 P.Article

SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION WITH UPPER BOUNDS.ELTON EJ; GRUBER MJ; PADBERG MW et al.1977; OPER. RES.; U.S.A.; DA. 1977; VOL. 25; NO 6; PP. 952-967; BIBL. 11 REF.Article

PROBLEMS IN THE APPLICATION OF PORTFOLIO SELECTION MODELS.HODGES SD.1976; OMEGA; G.B.; DA. 1976; VOL. 4; NO 6; PP. 699-709; BIBL. 22 REF.Article

COMPOUND-RETURN MEAN-VARIANCE EFFICIENT PORTFOLIOS NEVER RISK RUIN.HAKANSSON NH; MILLER BL.1975; MANAG. SCI.; U.S.A.; DA. 1975; VOL. 22; NO 4; PP. 391-400; BIBL. 7 REF.Article

OPTIMAL CURRENCY DIVERSIFICATION FOR A CLASS OF RISK-AVERSE INTERNATIONAL INVESTORSDE MACEDO JB.1983; JOURNAL OF ECONOMIC DYNAMICS & CONTROL; ISSN 0165-1889; NLD; DA. 1983; VOL. 5; NO 2-3; PP. 173-185; BIBL. 15 REF.Article

AN ANALYTIC APPROACH TO BALANCE SHEET OPTIMIZATION AND LEVERAGE PROBLEMS OF A PROBLEMS OF A PROPERTY-LIABILITY INSURANCE COMPANYEISENBERG S; KAHANE Y.1978; SCAND. ACTU. J.; SWE; DA. 1978; NO 4; PP. 205-223; BIBL. 9 REF.Article

OPTIMAL PORTFOLIO DECISION MAKING WHERE THE HORIZON IS INFINITE.MILLER BL.1975; MANAG. SCI.; U.S.A.; DA. 1975; VOL. 22; NO 2; PP. 220-225; BIBL. 8 REF.Article

REGRESSION ANALYSIS FOR MULTIPLICATIVE PHENOMENA AND ITS IMPLICATION FOR THE MEASUREMENT OF INVESTMENT RISK.SCHNELLER MI.1975; MANAG. SCI.; U.S.A.; DA. 1975; VOL. 22; NO 4; PP. 422-426; BIBL. 16 REF.Article

SOBRE LA DUALIDAD DE DOS CRITERIOS DE DECISION. = SUR LA DUALITE DE DEUX CRITERES DE DECISIONGIRON FJ.1975; TRAB. ESTADIST. INVEST. OPER.; ESP.; DA. 1975; VOL. 26; NO 1-3; PP. 205-228; ABS. ANGL.; BIBL. 6 REF.Article

A NOTE ON FIRST-DEGREE STOCHASTIC DOMINANCE AND PORTOFOLIO COMPOSITION.RENTZ WF; WESTIN RB.1975; MANAG. SCI.; U.S.A.; DA. 1975; VOL. 22; NO 4; PP. 501-504; BIBL. 4 REF.Article

ON THE APPLICATION OF PORTFOLIO THEORY TO DEPOSITORY FINANCIAL INTERMEDIARIES.HART OD; JAFFEE DM.1974; REV. ECON. STUDIES; G.B.; DA. 1974; VOL. 41; NO 125; PP. 129-147; BIBL. 1 P.Article

STATISCICAL ESTIMATOR IN A PROBLEM OF STOCHASTIC DOMINANCE.MANTELL EH.1974; MANAG. SCI.; U.S.A.; DA. 1974; VOL. 21; NO 3; PP. 326-329; BIBL. 6 REF.Article

A SIMPLE ALGORITHM FOR OPTIMAL PORTFOLIO SELECTION WITH FIXED TRANSACTION COSTSPATEL NR; SUBRAHMANYAM MG.1982; MANAGE. SCI.; ISSN 0025-1909; USA; DA. 1982; VOL. 28; NO 3; PP. 303-314; BIBL. 19 REF.Article

PORTOFOLIO SELECTION WITH TRANSACTIONS COSTS.MAGILL MJP; CONSTANTINIDES GM.1976; J. ECON. THEORY; U.S.A.; DA. 1976; VOL. 13; NO 2; PP. 245-263; BIBL. 1 P.Article

BEWERTUNG VON RUECKVERSICHERTEN LEBENSVERSICHERUNGSBESTAENDEN. = EVALUATION DES PORTEFEUILLES D'ASSURANCE-VIE REASSURESROBERT M.1976; BL. DTSCH. GESELLSCH. VERSICHER.-MATH.; DTSCH.; DA. 1976; VOL. 12; NO 3; PP. 215-247; ABS. ANGL.; BIBL. 8 REF.Article

RISK AVERSION AND WEALTH EFFECTS ON PORTFOLIOS WITH MANY ASSETS: AN EXTENSION.NGO VAN LONG.1975; REV. ECON. STUDIES; G.B.; DA. 1975; VOL. 42; NO 131; PP. 473-477; BIBL. 2 REF.Article

WEALTH EFFECTS AND SLUTSKY EQUATIONS FOR ASSETS.EPPS TW.1975; ECONOMETRICA; E.U.; DA. 1975; VOL. 43; NO 2; PP. 301-303; BIBL. 3 REF.Article

DIVERSIFICATION OF INTERDEPENDENT PROSPECTS.HADAR J; RUSSEL WR.1974; J. ECON. THEORY; U.S.A.; DA. 1974; VOL. 7; NO 3; PP. 231-240; BIBL. 4 REF.Article

A NEW AND EFFICIENT ALGORITHM FOR A CLASS OF PORTFOLIO SELECTION PROBLEMSPANG JS.1980; OPER. RES.; USA; DA. 1980; VOL. 28; NO 3 PART. 2; PP. 754-767; BIBL. 33 REF.Article

OPTIMAL PORTFOLIOS WITH ONE SAFE AND ONE RISKY ASSET: EFFECTS OF CHANGES IN RATE OF RETURN AND RISK.FISHBURN PC; PORTER RB.1976; MANAG. SCI.; U.S.A.; DA. 1976; VOL. 22; NO 10; PP. 1064-1073; BIBL. 1 P.Article

FIELD STUDIES WITH A Q-SORT/NOMINAL-GROUP PROCESS FOR SELECTING R & D PROJECTS.SOUDER WE.1975; RES. POLICY; NETHERL.; DA. 1975; VOL. 4; NO 2; PP. 172-188; BIBL. 16 REF.Article

PORTFOLIO PERFOMANCE AND THE INVESTMENT HORIZONLEVY H.1972; MANAG. SCI.; U.S.A.; DA. 1972; VOL. 18; NO 12; PP. B-645-B-653; BIBL. 24 REF.Serial Issue

  • Page / 28