     257

9      ,        -
      .

10 Edwin J. Eiton, Martin J. Gruber, ManfredD. Padberg, Simple Criteria for Optimal Portfolio Selection,
Journal of Finance, 31, no. 5 (December 1976), pp. 1341-1357.

"          -
    ,     -
  . ,        -
  ,     (  . 8)  
   ,     (  -
 ).      ,       -
 . .: Gordon J. Alexander, Short Selling and Efficient Sets, Journal of Finance, 48, no. 4
(September 1993), pp. 1497-1506.

 

       	   

 

1.          -
   . .  :

James Tobin, Liquidity Preference as Behavior Towards Risk, Review of Economic Studies,
26, no. 1 (February 1958), pp. 65-86.

James Tobin, The Theory of Portfolio Selection, The Theory of Interest Rates, ed.
EH. Hahn and F.P.R. Brechling (London: Macmillan and Co., 1965).

2. ,      -
   ,      -
    ,   :

Eugene F. Fama, Foundations of Finance (New York: Basic Books, 1976), Chapters 7 and 8.

Gordon J. Alexander and Jack dark Francis, Portfolio Analysis (Englewood Cliffs, NJ:

Prentice Hall, 1986), Chapter 4.

3.       
   .  :

Edwin J. Eiton, Martin J. Gruber, and Manfred D. Padberg, Simple Criteria for Optimal
Portfolio Selection, Journal of Finance, 31 no. 5 (December 1976), pp. 1341-1357.

Edwin J. Eiton and Martin J. Gruber, Modern Portfolio Theory and Investment Analysis
(New York: John Wiley, 1991), Chapters 4 and 7.

Gordon J. Alexander, Short Selling and Efficient Sets, Journal of Finance, 48, no. 4
(September 1993), pp. 1497-1506.