Finanzmarktanalyse I

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Literaturhinweise 6. Kapitel Fama, E. F. (1965): «The Behavior of Stock Market Prices», Journal of Business, 38, January, 34-105. Markowitz, H. (1959): Portfolio Selection: Efficient Diversification of Investment, New Haven: Yale University Press. Merton, R. (1972): «An Analytic Derivation of the Efficient Set», Journal of Financial and Quantitative Analysis, September, 1851-1872. Tobin, J. (1965): «The Theory of Portfolio Selection», in F. H. Hahn and F. P. R. Brechung (eds.): The Theory of Interest Rates, New York.
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Page 3: 2 Finanzmarktanalyse I Hicks, J. R.
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Finanzmarktanalyse I

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