An M-ary detection approach for asset allocation-Reference-Cited by-同舟云学术

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An M-ary detection approach for asset allocation

Published:2011-08 Issue:4 Volume:62 Page:2083-2094
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Elliott Robert J.,Siu Tak Kuen

Funder

Australian Research Council

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference31 articles.

1. Portfolio selection;Markowitz;J. Finance,1952

2. J.L. Treynor, Toward a theory of market value of risky assets, Unpublished manuscript, 1962.

3. Capital asset prices: a theory of market equilibrium under conditions of risk;Sharpe;J. Finance,1964

4. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets;Lintner;Rev. Econ. Stat.,1965

5. Equilibrium in a capital asset market;Mossin;Econometrica,1966

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