2

On the Independence of Irrelevant Assets: McEntire's Conjecture

Year:
1991
Language:
english
File:
PDF, 846 KB
english, 1991
3

Asset Proportions in Optimal Portfolios

Year:
1988
Language:
english
File:
PDF, 565 KB
english, 1988
4

Gains from Diversification

Year:
1977
Language:
english
File:
PDF, 412 KB
english, 1977
5

General Changes in Uncertainty

Year:
1992
Language:
english
File:
PDF, 310 KB
english, 1992
7

The Effects of Shifts in a Return Distribution on Optimal Portfolios

Year:
1990
Language:
english
File:
PDF, 444 KB
english, 1990
8

Ross' Measure of Risk Aversion and Portfolio Selection

Year:
1990
Language:
english
File:
PDF, 575 KB
english, 1990