Year: 1997
Type: article
Abstract: In this article we have reviewed “Modern Portfolio Analysis” and outlined some important topics for further research. Issues discussed include the history and future of portfolio theory, the key inputs necessary to perform portfolio optimization, specific problems in applying portfolio theory to financial institutions, and the methods for evaluating how well portfolios are managed. Emphasis is placed on both the history of major concepts and where further research is needed in each of these areas.
Source: Journal of Banking & Finance
Authors: Edwin J Elton, Martin J Gruber
Institution: New York University
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: hybrid
Estimated APC paid: $3,340
OpenAlex ID: W2165039552