Asset Acquisition, Diversification, and Revision-Theoretic Exercises in Portfolio Theory

This work revisits the classic results on portfolio selection á la Markowitz, Roy, and Tobin and brings the literature under one umbrella. The principle of diversification, optimal weight structure, introduction of the measures of risk aversion, and the debate on the then evolving results are all hi...

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Bibliographic details
Volume: 49
Main Author: Ghosh, Dipasri
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: College of Business Administration of the University of Nebraska-Lincoln 01.01.2010
Creighton University
published in: Quarterly journal of finance and accounting Vol. 49; no. 1; pp. 19 - 38
Data of publication: 20100101
ISSN: 1939-8123
EISSN: 2327-8250
Discipline: Economics
Online Access: Fulltext
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