Teoria della selezione del portafoglio e modelli di equilibrio del ...
Teoria della selezione del portafoglio e modelli di equilibrio del ...
Teoria della selezione del portafoglio e modelli di equilibrio del ...
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
- LINTNER J., "The Aggregation of Investors Diverse Judgments and Preferences in<br />
Purely Competitive Security Markets", Journal of Financial and Quantitative<br />
Analysis, Dicembre, 1969<br />
- LINTNER J., "The Market Price of Risk, Size of Market and Investor's Risk<br />
Aversion", Review of Economics and Statistics, 1970<br />
- LINTNER J., "The Valuation of Risky Assets and the Selection of Risky Investments<br />
in Stock Portfolios and Capital Budgets", Review of Economics and Statistics. Feb.<br />
1965<br />
- MACIARIELLO J.A., KIRBY C.J., Management Control Systems, Prentice Hall Int.,<br />
Englewood Cliffs, 1994<br />
- MARKOWITZ H. M., "Portfolio Selection", Journal of Finance, March 1952<br />
- MARKOWITZ H.M., Mean-Variance Analysis in Portfolio Choice and Capital<br />
Markets, Basil Blackwell Inc., N.Y., 1987<br />
- MARKOWITZ H.M., Mean-Variance Analysis in Portfolio Choice and Capital<br />
Markets, Basil Blackwell Inc., 1987<br />
- MARKOWITZ H.M., Portfolio Selection: Efficient Diversification of Investments,<br />
Wiley, N.Y., 1959<br />
- MERIC I. e MERIC G., "Potential Gains from International Portfolio Diversification<br />
and Intertemporal Stability and Seasonality in International Market Relationship",<br />
Journal of Banking and Finance, 13, 1989<br />
- MODIGLIANI F., MILLER M., Dividend Policy, Growth and the Valuation of Shares,<br />
in Journal of Business, October 1961<br />
- MODIGLIANI F., MILLER M., The cost of Capital,Corporation Finance and The<br />
Theory of Investment, in American Economic Review, June 1958<br />
- MORGAN J.P. /REUTERS, Technical Document, December 1996, Morgan Guaranty<br />
Trust Company, New York<br />
- MORICONI F., Matematica Finanziaria, il Mulino, Milano, 1994<br />
- MORRISON D.F., Meto<strong>di</strong> <strong>di</strong> analisi statistica multivariata, Casa E<strong>di</strong>trice<br />
-<br />
Ambrosiana, Milano, 1976<br />
MOSSIN J., "Equilibrium in a Capital Asset Market", EM, Oct. 1966<br />
- PESARIN F., Elementi <strong>di</strong> Calcolo <strong>del</strong>le Probabilitá, Cleup, Padova, 1985<br />
- PRATT J.W., Risk aversion in the Small and in the Large, Econometrica, Gen-Apr,<br />
1964<br />
- QUIGGIN J., Generalized Expected Utility Theory-The Rank Dependent Mo<strong>del</strong>,<br />
Kluwer Academic Publishers, Boston, 1993<br />
- ROLL R.: "A Critique of the Asset Pricing Theory's Tests", Journal of Financial<br />
Economics, Marzo 1978<br />
- ROSS S. A. "The Arbitrage Theory of Capital Asset Pricing", Journal of Economic<br />
Theory, Dicembre 1976<br />
139