Modern Portfolio Theory and Its Problems-Reference-Cited by-同舟云学术

Modern Portfolio Theory and Its Problems

Published:2014-07-24 Issue: Volume: Page:101-173
ISSN:2192-8096
Container-title:Applied Asset and Risk Management
language:
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Author:

Schulmerich Marcus,Leporcher Yves-Michel,Eu Ching-Hwa

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-55444-5_2

Reference91 articles.

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2. Amihud, Y. (2002). Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets, 5(1), 31–56.

3. Artmann, S., Finter, P., Kempf, A., Koch, S., & Theissen, E. (2012, January). The cross-section of German stock returns: New data and new evidence. Schmalenbach Business Review (SBR), 64, 20–43.

4. Baesel, J. B. (1974, December). On the assessment of risk: Some further considerations. Journal of Finance, 29(5), 1491–1494.

5. Bahl, B. (2006, September). Testing the Fama and French three-factor model and its variants for the Indian stock returns. U.K.: Department of Economics, University of Warwick.

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