Modern portfolio theory, 1950 to date

In this article we have reviewed “Modern Portfolio Analysis” and outlined some important topics for further research. Issues discussed include the history and future of portfolio theory, the key inputs necessary to perform portfolio optimization, specific problems in applying portfolio theory to fin...

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Veröffentlicht in:	Journal of banking & finance 1997-12, Vol.21 (11), p.1743-1759
Hauptverfasser:	Elton, Edwin J, Gruber, Martin J
Format:	Artikel
Sprache:	eng
Schlagworte:	Assets Banking Economic performance Economic theory Financial institutions Optimization Performance evaluation Portfolio analysis Portfolio management Portfolio theory
Online-Zugang:	Volltext
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