RISK, RETURN, AND PORTFOLIO ANALYSIS - REPLY

被引:0
|
作者
FAMA, EF [1 ]
机构
[1] UNIV CHICAGO,CHICAGO,IL 60637
关键词
D O I
10.1086/260071
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:753 / 755
页数:3
相关论文
共 50 条
  • [41] OPTION PORTFOLIO RISK ANALYSIS
    EVNINE, J
    RUDD, A
    JOURNAL OF PORTFOLIO MANAGEMENT, 1984, 10 (02): : 23 - 27
  • [42] Risk Analysis and Portfolio Modelling
    Allen, David Edmund
    Luciano, Elisa
    JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2019, 12 (04)
  • [43] ECONOMETRICS OF PORTFOLIO RISK ANALYSIS
    SENGUPTA, JK
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1984, 15 (10) : 1023 - 1037
  • [44] Project Portfolio Selection Considering Return-risk Evaluation and Multiple-Criteria Decision Analysis
    Barucke Marcondes, Guilherme Augusto
    ICORES: PROCEEDINGS OF THE 8TH INTERNATIONAL CONFERENCE ON OPERATIONS RESEARCH AND ENTERPRISE SYSTEMS, 2019, : 264 - 269
  • [45] Dynamic Mean-Variance Portfolio Selection with Return and Risk Predictability
    Li, Qian
    Cui, Xiangyu
    Shi, Yun
    2023 35TH CHINESE CONTROL AND DECISION CONFERENCE, CCDC, 2023, : 1999 - 2002
  • [46] An approach to portfolio selection using an ARX predictor for securities' risk and return
    Pinto, D. D. D.
    Monteiro, J. G. M. S.
    Nakao, E. H.
    EXPERT SYSTEMS WITH APPLICATIONS, 2011, 38 (12) : 15009 - 15013
  • [47] Portfolio managers' and novices' forecasts of risk and return: Are there predictable forecast errors?
    Muradoglu, G
    JOURNAL OF FORECASTING, 2002, 21 (06) : 395 - 416
  • [48] A linear risk-return model for enhanced indexation in portfolio optimization
    Bruni, Renato
    Cesarone, Francesco
    Scozzari, Andrea
    Tardella, Fabio
    OR SPECTRUM, 2015, 37 (03) : 735 - 759
  • [49] Long-Term Portfolio Investment: New Insight into Return and Risk
    Abramov, Alexander
    Radygin, Alexander
    Chernova, Maria
    VOPROSY EKONOMIKI, 2015, (10): : 54 - 77
  • [50] Portfolio risk and return between energy and non-energy stocks
    Nautiyal, Neeraj
    Alrababa'a, Abdel Razzaq
    Rehman, Mobeen Ur
    Vo, Xuan Vinh
    Al-Faryan, Mamdouh Abdulaziz Saleh
    HELIYON, 2024, 10 (10)