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Simulation Of Portfolio Returns: Varying Numbers Of Securities And Holding Periods

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  • William P. Lloyd
  • Steven J. Goldstein

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  • William P. Lloyd & Steven J. Goldstein, 1982. "Simulation Of Portfolio Returns: Varying Numbers Of Securities And Holding Periods," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(1), pages 27-38, March.
    • Handle: RePEc:bla:jfnres:v:5:y:1982:i:1:p:27-38
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1982.tb00623.x
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    References listed on IDEAS

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    1. Lawrence Fisher & James H. Lorie, 1968. "Rates of Return on Investments in Common Stock: The Year-by-Year Record, 1926-65," The Journal of Business, University of Chicago Press, vol. 41, pages 291-291.
    2. Latane, Henry A & Young, William E, 1969. "Test of Portfolio Building Rules," Journal of Finance, American Finance Association, vol. 24(4), pages 595-612, September.
    3. John L. Evans & Stephen H. Archer, 1968. "Diversification And The Reduction Of Dispersion: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 23(5), pages 761-767, December.
    4. Levy, Haim & Sarnat, Marshall, 1970. "International Diversification of Investment Portfolios," American Economic Review, American Economic Association, vol. 60(4), pages 668-675, September.
    5. Elton, Edwin J & Gruber, Martin J, 1977. "Risk Reduction and Portfolio Size: An Analytical Solution," The Journal of Business, University of Chicago Press, vol. 50(4), pages 415-437, October.
    6. Fisher, Lawrence & Lorie, James H, 1970. "Some Studies of Variability of Returns on Investments in Common Stocks," The Journal of Business, University of Chicago Press, vol. 43(2), pages 99-134, April.
    7. Mokkelbost, Per B., 1971. "Unsystematic Risk Over Time," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(2), pages 785-796, March.
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