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PRIMUS
Problems, Resources, and Issues in Mathematics Undergraduate Studies
Volume 25, 2015 - Issue 1
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Original Articles

Portfolio Analysis for Vector Calculus

Samuel R. KaplanCorrespondence[email protected]
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Pages 31-40 | Published online: 10 Jul 2014

REFERENCES

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  • Latane, H. A. 1959. Rational decision-making in portfolio management. Journal of Finance. 14(3): 429–430.
  • Lintner, J. 1965. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. The Review of Economics and Statistics. 47(1): 13–37.
  • Markowitz, H. 1952. Portfolio selection. Journal of Finance. 7: 77–91.
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  • Press, S. J. 1972. Estimation in univariate and multivariate stable distributions. Journal of the American Statistical Association. 67(340): 842–846.
  • Rubinstein, M. 2002. Markowitz’s “portfolio selection”: A fifty-year retrospective. Journal of Finance. 57(3): 1041–1045.
  • Sharpe, W. F. 1964. Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance. 19(3): 425–442.

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