SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

Edwin J. Elton, Martin J. Gruber and Manfred W. Padberg
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Manfred W. Padberg: New York University, USA

Chapter 17 in Investments and Portfolio Performance, 2010, pp 349-365 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:THE SINGLE INDEX MODEL AND THE CONSTRUCTION OF OPTIMAL PORTFOLIOSOptimum Portfolios with Short SellingOptimal Portfolios When Short Sales Are Not AllowedCONSTANT CORRELATION COEFFICIENTS AND THE CONSTRUCTION OF OPTIMAL PORTFOLIOSOptimal Policies When Short Sales Are AllowedOptimal Policies When Short Sales Are Not AllowedCONCLUSIONAPPENDIX AAPPENDIX BAPPENDIX CREFERENCES

Keywords: Investments; Portfolio Management; Bond Pricing; Pension Funds; Estimating Taxes (search for similar items in EconPapers)
Date: 2010
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