A model for portfolio selection with order of expected returns-Reference-Cited by-同舟云学术

A model for portfolio selection with order of expected returns

Published:2000-04 Issue:5 Volume:27 Page:409-422
ISSN:0305-0548
Container-title:Computers & Operations Research
language:en
Short-container-title:Computers & Operations Research

Author:

Xia Yusen,Liu Baoding,Wang Shouyang,Lai K.K.

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modelling and Simulation,General Computer Science

Reference15 articles.

1. Portfolio selection;Markowitz;Journal of Finance,1952

2. Yusen Xia, Shouyang Wang, Xiaotie Deng, Criteria, models and strategies in portfolio selection. Submitted to European Journal of Operational Research.

3. Markowitz H. Portfolio selection: efficient diversification of investments. New York: Wiley, 1959.

4. Markowitz H. Mean–variance analysis in portfolio choice and capital markets. New York: Basil Blackwell, 1987.

5. Elton EJ, Gruber MJ. Modern portfolio theory and investment analysis. New York: Wiley, 1995.

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