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A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix
Ryan, Peter J.; Lefoll, Jean - In: Journal of Financial and Quantitative Analysis 16 (1981) 03, pp. 389-395
Persistent link: https://www.econbiz.de/10005140519
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A Note on Optimal Equity Financing of the Corporation
Perrakis, Stylianos - In: Journal of Financial and Quantitative Analysis 11 (1976) 01, pp. 157-164
Persistent link: https://www.econbiz.de/10008476641
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Certainty Equivalents and Timing Uncertainty
Perrakis, Stylianos - In: Journal of Financial and Quantitative Analysis 10 (1975) 01, pp. 109-118
Persistent link: https://www.econbiz.de/10008476791
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Abstract: Stochastic Dominance in the Laplace Transformation Domain
Perrakis, Stylianos - In: Journal of Financial and Quantitative Analysis 12 (1977) 04, pp. 639-639
Persistent link: https://www.econbiz.de/10008477065
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Identifying the SSD Portion of the EV Frontier: A Note
Perrakis, Stylianos; Zerbinis, John - In: Journal of Financial and Quantitative Analysis 13 (1978) 01, pp. 167-171
Persistent link: https://www.econbiz.de/10005139109