Journal of Finance Vol. 49 No. 1 1994
Portfolio Management: New Models for Successful Investment Decisions.
Abstract
Part 1 Portfolio networks under certainty: pure portfolio networks generalized portfolio networks formulation of the optimization problem capital budgeting discrete portfolio networks portfolio management foreign exchange management. Part 2 Stochastic portfolio network fundamentals: periodic returns return phasors and portfolio networks the representation of stochastic processes stochastic portfolio networks diversification in stochastic portfolio networks using a market index arbitrage pricing theory the capital risk pricing model.
- DOI
- 10.2307/2329151
- Volume
- 49
- Issue
- 1
- Pages
- 361
- Sources
- openalex crossref