Issues in the Theory of Portfolio Selection

Sergio Focardi; Petter N. Kolm; Christian Menn; Svetlozar T. Rachev

doi:10.1002/9781118267059.ch4

Issues in the Theory of Portfolio Selection

Sergio Focardi, Petter N. Kolm, Christian Menn, Svetlozar T. Rachev

Mathematics and Statistics

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Institutional Investment Management
Subtitle of host publication	Equity and Bond Portfolio Strategies and Applications
Publisher	John Wiley and Sons
Pages	59-87
Number of pages	29
ISBN (Print)	9780470400944
DOIs	https://doi.org/10.1002/9781118267059.ch4
State	Published - Jan 9 2012

Keywords

Future returns
Investments
Mean-variance analysis
S&P
Theory of portfolio selection

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10.1002/9781118267059.ch4

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title = "Issues in the Theory of Portfolio Selection",

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author = "Sergio Focardi and Kolm, {Petter N.} and Christian Menn and Rachev, {Svetlozar T.}",

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language = "English",

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AU - Focardi, Sergio

AU - Kolm, Petter N.

AU - Menn, Christian

AU - Rachev, Svetlozar T.

PY - 2012/1/9

Y1 - 2012/1/9

KW - Future returns

KW - Investments

KW - Mean-variance analysis

KW - S&P

KW - Theory of portfolio selection

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SN - 9780470400944

SP - 59

EP - 87

BT - Institutional Investment Management

PB - John Wiley and Sons

ER -

Issues in the Theory of Portfolio Selection

Keywords

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