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An Empirical Evaluation of Alternative Portfolio-Selection Models

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  • Kalman J. Cohen
  • Jerry A. Pogue
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    File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?id=doi:10.1086/294954
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    Bibliographic Info

    Article provided by University of Chicago Press in its journal Journal of Business.

    Volume (Year): 40 (1967)
    Issue (Month): ()
    Pages: 166

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    Handle: RePEc:ucp:jnlbus:v:40:y:1967:p:166

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    Web page: http://www.journals.uchicago.edu/JB/

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    Cited by:
    1. Rajan, Murli & Friedman, Joseph, 1997. "An examination of the impact of country risk on the international portfolio selection decision," Global Finance Journal, Elsevier, vol. 8(1), pages 55-70.
    2. Ravi Jagannathan & Tongshu Ma, 2003. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, vol. 58(4), pages 1651-1684, 08.
    3. Elton, Edwin J. & Gruber, Martin J., 1997. "Modern portfolio theory, 1950 to date," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1743-1759, December.
    4. Lan Liu & Hao Lin, 2010. "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer, vol. 34(2), pages 187-195, April.
    5. Eva Rytter Sunesen, 2008. "A Mean-Variance Explanation of FDI Flows to Developing Countries," Discussion Papers 08-17, University of Copenhagen. Department of Economics.
    6. Newton da Costa, Jr. & Marcus Lima & Edgar Lanzer & Ana Lopes, 2008. "DEA investment strategy in the Brazilian stock market," Economics Bulletin, AccessEcon, vol. 13(2), pages 1-10.
    7. M. Fernández Fernández, 1986. "Indices economicos. Modelo dinamico de inversion," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 1(1), pages 73-85, December.
    8. Grauer, Robert R. & Hakansson, Nils H., 1995. "Stein and CAPM estimators of the means in asset allocation," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 35-66.
    9. Frank Figge, 2004. "Stakeholder und Unternehmensrisiko," Risk and Insurance 0408001, EconWPA.
    10. Frankfurter, George M. & Phillips, Herbert E., 1996. "Normative implications of equilibrium models: Homogeneous expectations and other artificialities," Journal of Economic Behavior & Organization, Elsevier, vol. 31(1), pages 67-83, October.
    11. Robert G. Kuklik & Vladislav VACEK, 2013. "Volatility Asset Pricing Model as an Alternative Approach?," European Financial and Accounting Journal, University of Economics, Prague, vol. 2013(1).
    12. repec:ebl:ecbull:v:13:y:2008:i:2:p:1-10 is not listed on IDEAS

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