Title Forty years of normative portfolio theory : issues, controversies, and misconceptions / by George M. Frankfurter and Herbert E. Phillips

Published Greenwich, Conn. : JAI Press, [1995] ©1995

Copies

Location	Call no.	Vol.	Availability
MELB	332.6 Fra/Fyo		AVAILABLE

Description xvi, 146 pages : illustrations ; 24 cm Series Contemporary studies in economic and financial analysis ; v. 76 Contemporary studies in economic and financial analysis ; v. 76 Contents Investor Utility -- Portfolio Selection Under Conditions of Risk -- Personal Probability, Risk, and Deterministic Methodologies -- Portfolio Selection: The Case of Sample-Based Inputs -- Bias in Estimating Portfolio Means and Variances -- Normative Application of Positive Theory -- MPT Plus Security Analysis for Better Performance -- Concluding Remarks on Sources of Misinformation Bibliography Includes bibliographical references (pages 131-139) and index Subject Portfolio management. Author Phillips, Herbert E., 1935- LC no. 95001206 ISBN 1559383135

Other Titles 40 years of normative portfolio theory

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