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Insignificant Betas and the Efficacy of the Sharpe Diagonal Model for Portfolio Selection

✍ Scribed by George M. Frankfurter; Christopher G. Lamoureux

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ON THE STABILITY OF ALPHA BETA ESTIMATES

✍ George M. Frankfurter 📂 Article 📅 1978 🏛 Decision Sciences Institute, Georgia State Univers 🌐 English ⚖ 888 KB

A multiperiod model for the selection of

✍ John F. Marshall; Anthony F. Herbst 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 1009 KB

An Empirical Test of the Relative Valuat

✍ James P. D'Mello, Karen E. Lahey and Inayat U. Mangla 📂 Article 📅 1991 🏛 CFA Institute 🌐 English ⚖ 898 KB

A Note on Merton's Portfolio Selection P

✍ Benth, Fred Espen; Karlsen, Kenneth Hvistendahl 📂 Article 📅 2005 🏛 Taylor and Francis Group 🌐 English ⚖ 149 KB

Bayesian and CAPM estimators of the mean

✍ Philippe Jorion 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 709 KB

On the use of optimization models for po

✍ Panos M. Pardalos; Mattias Sandström; Costas Zopounidis 📂 Article 📅 1994 🏛 Springer US 🌐 English ⚖ 878 KB