Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Herbert E. Phillips"'
Autor:
Herbert E. Phillips
Publikováno v:
Journal of Economic Behavior & Organization. 42:279-284
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::225b2e72aec91234fdbf98d4f5ff2a91
https://doi.org/10.1016/s0167-2681(99)00052-9
https://doi.org/10.1016/s0167-2681(99)00052-9
Publikováno v:
Review of Quantitative Finance and Accounting. 13:347-366
This paper explores the ex post performance of four widely cited (and sometimes applied) normative portfolio selection models. Each is supposed to solve the same portfolio selection problem relative to the same mean-variance efficiency criteria. It h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b993b5b4e295aa886e9f10be1ec39b7
https://doi.org/10.1023/a:1008341723242
https://doi.org/10.1023/a:1008341723242
Publikováno v:
Journal of Economic Behavior & Organization. 31:67-83
A new round in an ongoing discussion about the usefulness and validity of the Capital Asset Pricing Model (CAPM) began with an academic paper by Fama and French. The tumult is not just the result of opposing ideas, but is also about conflicting profe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65a399f632af9a1299cd24698318f37b
https://doi.org/10.1016/s0167-2681(96)00865-7
https://doi.org/10.1016/s0167-2681(96)00865-7
Publikováno v:
The Journal of Investing. 3:18-23
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07a2a1c736ef5e7dad36e66a1a7e72c8
https://doi.org/10.3905/joi.3.4.18
https://doi.org/10.3905/joi.3.4.18
Autor:
Herbert E. Phillips
Publikováno v:
Review of Quantitative Finance and Accounting. 3:91-97
The Markowitz full covariance model provides a general framework for analysis of the porfolio selection problem. Three alternative solution methodologies have been developed to facilitate normative applications, but this article shows that they lead
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c16270a2bcd97dc2837abffab4472d30
https://doi.org/10.1007/bf02408415
https://doi.org/10.1007/bf02408415
Autor:
Herbert E. Phillips
Publikováno v:
International Review of Financial Analysis. 2:69-76
Conflicting Bayesian and objectivist views of probability and statistics were argued long before Markowitz came on the scene. The probability perceptions that Markowitz expresses in his seminal paper (1952), more recently in his Nobel lecture (1991),
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27071ae141708f679afb18437168a09d
https://doi.org/10.1016/1057-5219(93)90008-6
https://doi.org/10.1016/1057-5219(93)90008-6
Autor:
Joseph Friedman, Herbert E Phillips
The point that only live participants may initiate or receive Social Security benefits is typically overlooked. Thus a postponement of benefits at any eligible retirement age may be likened to participation in a game of chance in which the participan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::28cd3505c1197c94dfb824277727edc2
http://www.cla.temple.edu/RePEc/documents/detu_10_08.pdf
http://www.cla.temple.edu/RePEc/documents/detu_10_08.pdf
Autor:
Joseph Friedman, Herbert E Phillips
Proposals to allow private accounts under Social Security were introduced long before George Bush was elected President, and support for privatization in some form will survive his administration and the economic downturn that followed. This paper st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::700ba5dd12821100b4cbeaafabb0f93a
http://www.cla.temple.edu/RePEc/documents/detu_10_04.pdf
http://www.cla.temple.edu/RePEc/documents/detu_10_04.pdf
Autor:
Herbert E. Phillips, Jerry A. Hammer
Publikováno v:
International Review of Financial Analysis. 1:39-50
The purpose of the single-index model is to obtain solutions to the general portfolio selection problem which are equivalent to those obtained by the full variance-covariance portfolio selection model, but to do so at lower cost. The model's computat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13bf52672ffa37812b19b5e26358c30d
https://doi.org/10.1016/1057-5219(92)90013-t
https://doi.org/10.1016/1057-5219(92)90013-t