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Criteria For Portfolio Building

Author

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  • Henry A. Latané
  • Donald L. Tuttle

Abstract

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Suggested Citation

  • Henry A. Latané & Donald L. Tuttle, 1967. "Criteria For Portfolio Building," Journal of Finance, American Finance Association, vol. 22(3), pages 359-373, September.
    • Handle: RePEc:bla:jfinan:v:22:y:1967:i:3:p:359-373
    DOI: j.1540-6261.1967.tb02973.x
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    Cited by:

    1. Markowitz, Harry, 2014. "Mean–variance approximations to expected utility," European Journal of Operational Research, Elsevier, vol. 234(2), pages 346-355.
    2. Ralph Vince, 2023. "Expectation and Optimal Allocations in Existential Contests of Finite, Heavy-Tail-Distributed Outcomes," Mathematics, MDPI, vol. 12(1), pages 1-25, December.
    3. Charles-Cadogan, G., 2018. "Losses loom larger than gains and reference dependent preferences in Bernoulli’s utility function," Journal of Economic Behavior & Organization, Elsevier, vol. 154(C), pages 220-237.
    4. Murad J. Antia & Richard L. Meyer, 1984. "The Growth Optimal Capital Structure: Manager Versus Shareholder Objectives," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(3), pages 259-267, September.
    5. Kwamie Dunbar, 2009. "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers 2009-03, University of Connecticut, Department of Economics, revised Feb 2009.
    6. Brennan, Michael J. & Xia, Yihong, 2000. "Dynamic Asset Allocation under Inflation," University of California at Los Angeles, Anderson Graduate School of Management qt8p95456t, Anderson Graduate School of Management, UCLA.
    7. Michael J. Brennan & Yihong Xia, 2002. "Dynamic Asset Allocation under Inflation," Journal of Finance, American Finance Association, vol. 57(3), pages 1201-1238, June.
    8. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.

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