Portfolio Theory
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Published By Elsevier

9780126807806

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THE CAPITAL ASSET PRICING MODEL

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50019-2 ◽

1980 ◽

pp. 153-161

Author(s):

Giorgio P. Szegö

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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THE STRUCTURE OF THE VARIANCE–COVARIANCE MATRIX

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50022-2 ◽

1980 ◽

pp. 185-186

Keyword(s):

Covariance Matrix ◽

Variance Covariance Matrix

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BANK ASSETS AND PORTFOLIO MANAGEMENT

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50021-0 ◽

1980 ◽

pp. 171-183

Author(s):

Giorgio P. Szegö

Keyword(s):

Portfolio Management

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PORTFOLIO SELECTION IN AN INFLATIONARY OR MULTICURRENCY ENVIRONMENT

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50020-9 ◽

1980 ◽

pp. 162-170

Author(s):

Giorgio P. Szegö

Keyword(s):

Portfolio Selection

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MUTUAL FUNDS AND GENERALIZED SEPARATION

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50015-5 ◽

1980 ◽

pp. 112-119

Author(s):

Giorgio P. Szegö

Keyword(s):

Mutual Funds

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PREFACE

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50004-0 ◽

1980 ◽

pp. xi-xii

Author(s):

GIORGIO P. SZEGÖ

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Copyright

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50002-7 ◽

1980 ◽

pp. iv

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CONSTRUCTION OF THE TRANSFORMATION MATRIX K

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50028-3 ◽

1980 ◽

pp. 199-200

Keyword(s):

Transformation Matrix

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THE PORTFOLIO PROBLEM WITH NONNEGATIVITY CONSTRAINTS

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50017-9 ◽

1980 ◽

pp. 130-142

Author(s):

Giorgio P. Szegö

Keyword(s):

Portfolio Problem ◽

Nonnegativity Constraints

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ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS

Portfolio Theory ◽

10.1016/b978-0-12-680780-6.50033-7 ◽

1980 ◽

pp. ibc1-ibc2

Keyword(s):

Economic Theory ◽

Mathematical Economics

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