Saturday, July 6, 2013

Modern and Post Modern Portfolio Theories




Post-modern portfolio theory supports diversification in an investment portfolio to measure investment's
performance
Rasiah, Devinaga (2012) : Post-modern portfolio theory supports
diversification in an investment portfolio to measure investment's performance, Journal of
Finance and Investment Analysis, ISSN 2241-0996, International Scientific Press, Vol. 1, Iss. 1,
pp. 69-91
http://www.econstor.eu/bitstream/10419/58003/1/688930476.pdf



Portfolio Selection in the Presence of Multiple Criteria
Ralph E. Steuer, Yue Qi, Markus Hirschberger
Published in: Handbook of Financial Engineering, Springer
Science, New York, (2008), pp. 3-24
http://www.terry.uga.edu/~rsteuer/PDF_Links/Handbook.pdf


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