FORECASTING AND PROBABILITY DISTRIBUTIONS FOR MODELS OF PORTFOLIO SELECTION-Reference-Cited by-同舟云学术

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FORECASTING AND PROBABILITY DISTRIBUTIONS FOR MODELS OF PORTFOLIO SELECTION

Published:1970-06 Issue:3 Volume:25 Page:539-554
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Fried Joel

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference22 articles.

1. Bodkin , R. G. A Note on the Standard Error of Prediction in the Multivariate Case Unpublished paper, University of Western Ontario 1968

2. Linear Programming and Optimal Bank Asset Management Decisions;Cohen;Journal of Finance,May 1967

3. An Empirical Evaluation of Alternative Portfolio-Selection Models;Cohen;Journal of Business,April 1967

4. Some Comments Concerning Mutual Fund Versus Random Portfolio Performances;Cohen;Journal of Business,April 1968

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3. Prediction-based portfolio optimization model using neural networks;Neurocomputing;2009-06

4. A Structural Approach to Estimating Rate of Return Expectations of Farmers;Journal of Agricultural and Applied Economics;1993-12

5. Capital Market Equilibrium and Parametric Optimization;Operations Research;1991

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