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A note on qualitative results for investment proportions

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  • Rudd, Andrew

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  • Rudd, Andrew, 1977. "A note on qualitative results for investment proportions," Journal of Financial Economics, Elsevier, vol. 5(2), pages 259-263, November.
  • Handle: RePEc:eee:jfinec:v:5:y:1977:i:2:p:259-263
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    Cited by:

    1. Levy, Moshe, 2007. "Conditions for a CAPM equilibrium with positive prices," Journal of Economic Theory, Elsevier, vol. 137(1), pages 404-415, November.
    2. Levy, Moshe & Ritov, Yaacov, 2001. "Portfolio Optimization with Many Assets: The Importance of Short-Selling," University of California at Los Angeles, Anderson Graduate School of Management qt41x4t67m, Anderson Graduate School of Management, UCLA.
    3. Kang, Jun-Koo & Stulz, Rene M., 1997. "Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan," Journal of Financial Economics, Elsevier, vol. 46(1), pages 3-28, October.
    4. Haim Levy, 2010. "The CAPM is Alive and Well: A Review and Synthesis," European Financial Management, European Financial Management Association, vol. 16(1), pages 43-71, January.
    5. Diacogiannis, George & Ioannidis, Christos, 2022. "Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions," International Review of Financial Analysis, Elsevier, vol. 81(C).
    6. Manuel Tarrazo & Ricardo Úbeda, 2012. "Minimum-variance versus tangent portfolios – A note," Journal of Asset Management, Palgrave Macmillan, vol. 13(3), pages 186-195, June.
    7. Thomas J. Brennan & Andrew W. Lo, 2010. "Impossible Frontiers," Management Science, INFORMS, vol. 56(6), pages 905-923, June.

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