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A Survey and Comparison of Portfolio Selection Models

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  • Wallingford, Buckner A.

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  • Wallingford, Buckner A., 1967. "A Survey and Comparison of Portfolio Selection Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(02), pages 85-106, June.
  • Handle: RePEc:cup:jfinqa:v:2:y:1967:i:02:p:85-106_01
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    References listed on IDEAS

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    5. Boyan Jovanovic & Peter L. Rousseau, 2008. "Mergers as Reallocation," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 765-776, November.
    6. Bellows, John & Miguel, Edward, 2009. "War and local collective action in Sierra Leone," Journal of Public Economics, Elsevier, pages 1144-1157.
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    8. Stuart, Toby E. & Yim, Soojin, 2010. "Board interlocks and the propensity to be targeted in private equity transactions," Journal of Financial Economics, Elsevier, vol. 97(1), pages 174-189, July.
    9. John Bizjak & Michael Lemmon & Ryan Whitby, 2009. "Option Backdating and Board Interlocks," Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4821-4847, November.
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    17. Ming Dong & David Hirshleifer & Scott Richardson & Siew Hong Teoh, 2006. "Does Investor Misvaluation Drive the Takeover Market?," Journal of Finance, American Finance Association, vol. 61(2), pages 725-762, April.
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    Cited by:

    1. 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, August.
    2. BALTES Nicolae & DRAGOE Alexandra-Gabriela-Maria, 2015. "Study Regarding The Markowitz Model Of Portfolio Selection," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(Supplemen), pages 195-206, September.

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