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Article: 12040130 Portfolio efficciency.(5: Citations)(Brief article)(Recommended readings)
- Article from:
- Foundations and Trends in Finance
- Article date:
- September 1, 2005
- Author:
CopyrightCOPYRIGHT 2005 Now Publishers, Inc. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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J. Booth, H. Tehranian and G. Trennepohl, 1985, "Efficiency Analysis and Option Portfolio Selection", Journal of Financial and Quantitative Analysis, 20:435-450 R. Cole and J. Mckenzie, 1994, "Thrift Asset-Class Returns and the Efficient Diversification of Thrift Institution Portfolios", Real Estate Economics, 22:95-116
E. Elton, M. Gruber, S. Das and M. Hlavka, 1993, "Efficiency with Costly Information--A Reinterpretation of Evidence from Managed Portfolios", Review of Financial Studies, 6:1-22
A. Heggestad and J. Houston, 1992, "Factors Influencing the Decisions of Bank Managers--The Evidence from Investment Portfolios", Journal of Banking and Finance, ...