PORTFOLIO ANALYSIS WITH FACTORS AND SCENARIOS

[1] EMPIRICAL EVALUATION OF ALTERNATIVE PORTFOLIO-SELECTION MODELS [J]. JOURNAL OF BUSINESS, 1967, 40 (02) : 166 - 193

[2] HOBMAN RJ, 1975, J PORTFOLIO MANA FAL, P17

[3] MARKOWITZ H, 1959, COWLES F MONOGRAPH, V16

[4] MARKOWITZ HM, 1981, SPARSE MATRICES THEI

[5] EXTRA-MARKET COMPONENTS OF COVARIANCE IN SECURITY RETURNS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1974, 9 (02) : 263 - 274

[6] Sharpe W.F., 1970, PORTFOLIO THEORY CAP

[1] EMPIRICAL EVALUATION OF ALTERNATIVE PORTFOLIO-SELECTION MODELS [J]. JOURNAL OF BUSINESS, 1967, 40 (02) : 166 - 193

[2] HOBMAN RJ, 1975, J PORTFOLIO MANA FAL, P17

[3] MARKOWITZ H, 1959, COWLES F MONOGRAPH, V16

[4] MARKOWITZ HM, 1981, SPARSE MATRICES THEI

[5] EXTRA-MARKET COMPONENTS OF COVARIANCE IN SECURITY RETURNS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1974, 9 (02) : 263 - 274

[6] Sharpe W.F., 1970, PORTFOLIO THEORY CAP