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Estimating the dependence structure of share prices : Implications for portfolio selection
Elton, Edwin J.; Gruber, Martin J. - In: The journal of finance : the journal of the American … 28 (1973) 5, pp. 1203-1232
Persistent link: https://www.econbiz.de/10002118551
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On the optimality of some multiperiod portfolio selection criteria
Elton, Edwin J.; Gruber, Martin J. - In: The journal of business : B 47 (1974) 2, pp. 231-243
Persistent link: https://www.econbiz.de/10002118588
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Risk reduction and portofolio size : an analytical solution
Elton, Edwin J.; Gruber, Martin J. - In: The journal of business : B 50 (1977) 4, pp. 415-437
Persistent link: https://www.econbiz.de/10002118604
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Marginal stockholder tax rates and the clientele effect
Elton, Edwin J.; Gruber, Martin J. - In: The review of economics and statistics 52 (1970) 1, pp. 68-74
Persistent link: https://www.econbiz.de/10002119058
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Inter-temporal portfolio analysis based on simulation of joint returns
Cohen, Kalman J.; Elton, Edwin J. - In: Management science : journal of the Institute for … 14 (1967) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10002005598