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Simple Criteria For Optimal Portfolio Selection

In: Investments And Portfolio Performance

Author

Listed:
  • EDWIN J. ELTON
  • MARTIN J. GRUBER
  • MANFRED W. PADBERG

    (New York University, USA)

Abstract

The following sections are included:THE SINGLE INDEX MODEL AND THE CONSTRUCTION OF OPTIMAL PORTFOLIOSOptimum Portfolios with Short SellingOptimal Portfolios When Short Sales Are Not AllowedCONSTANT CORRELATION COEFFICIENTS AND THE CONSTRUCTION OF OPTIMAL PORTFOLIOSOptimal Policies When Short Sales Are AllowedOptimal Policies When Short Sales Are Not AllowedCONCLUSIONAPPENDIX AAPPENDIX BAPPENDIX CREFERENCES

Suggested Citation

  • Edwin J. Elton & Martin J. Gruber & Manfred W. Padberg, 2010. "Simple Criteria For Optimal Portfolio Selection," World Scientific Book Chapters, in: Edwin J Elton & Martin J Gruber (ed.), Investments And Portfolio Performance, chapter 17, pages 349-365, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814335409_0017
    as

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