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- Title
OPTIMIZING THE PORTFOLIO SELECTION FOR MUTUAL FUNDS.
- Authors
LEE, SANG M.; LERRO, A. J.
- Abstract
The article focuses on optimizing the portfolio selection for mutual funds. According to researchers H.M. Markowitz and W.F. Sharpe, the process of portfolio selection should be approached by making probabilistic estimates of the future performance of securities, analyzing those estimates to determine an efficient set of portfolios, and selecting from that set the portfolio best suited to the investor's preference. Several important studies have since been published concerning portfolio selection and the performance of investment portfolios. The article comments on several of these studies.
- Subjects
PORTFOLIO management (Investments); INVESTMENT analysis; MUTUAL funds; FINANCIAL markets; INVESTORS; CORPORATE finance; MANAGEMENT
- Publication
Journal of Finance (Wiley-Blackwell), 1973, Vol 28, Issue 5, p1087
- ISSN
0022-1082
- Publication type
Article
- DOI
10.2307/2978750