Issues in the Theory of Portfolio Selection

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

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Original languageEnglish
Title of host publicationInstitutional Investment Management
Subtitle of host publicationEquity and Bond Portfolio Strategies and Applications
PublisherJohn Wiley and Sons
Pages59-87
Number of pages29
ISBN (Print)9780470400944
DOIs
StatePublished - Jan 9 2012

Keywords

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

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