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PORTFOLIO SELECTION*
Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securities that best meet the needs of private or institutional investors.
Portfolio Selection
Foundations of Portfolio Theory
Prize Lecture to the memory of Alfred Nobel, December 7, 1990.(This abstract was borrowed from another version of this item.)
Foundations of Portfolio Theory.
Foundations of Portfolio Theory
Prize Lecture to the memory of Alfred Nobel, December 7, 1990.
Nonnegative or Not Nonnegative: A Question about CAPMs
Investment for the Long Run: New Evidence for an Old Rule
The following sections are included:BACKGROUNDTHE SEQUENCE OF GAMESALTERNATE SEQUENCE-OF-GAMES FORMALIZATIONSUNENDING GAMESCONCLUSIONSAPPENDIXREFERENCES