Market portfolio (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Market portfolio" in English language version.

refsWebsite
Global rank English rank
2nd place
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8th place
1,135th place
859th place
8,006th place
5,133rd place

brandeis.edu

pages.cs.brandeis.edu

doi.org

  • Roll, R. (1977). "A Critique of the Asset Pricing Theory's Tests". Journal of Financial Economics. 4 (2): 129–176. doi:10.1016/0304-405X(77)90009-5.
  • Stambaugh, Robert (1982). "On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis". Journal of Financial Economics. 10 (3): 237–268. doi:10.1016/0304-405X(82)90002-2.
  • Brown, Keith; Brown, Gregory (1987). "Does the composition of the market portfolio really matter". Journal of Portfolio Management. 13 (2): 26–32. doi:10.3905/jpm.1987.26. S2CID 155082786.
  • Sharpe, William (2010). "Adaptive asset allocation policies". Financial Analysts Journal. 66 (3): 45–59. doi:10.2469/faj.v66.n3.3. S2CID 155081123.
  • Ibbotson, Roger; Siegel, Lawrence; Love, Kathryn (1985). "World wealth: Market values and returns". Journal of Portfolio Management. 12 (1): 4–23. doi:10.3905/jpm.1985.409036. S2CID 154485834.
  • Doeswijk, Ronald; Lam, Trevin; Swinkels, Laurens (2014). "The global multi-asset market portfolio, 1960-2012". Financial Analysts Journal. 70 (2): 26–41. doi:10.2469/faj.v70.n2.1. S2CID 704936.

investopedia.com

  • "Market Portfolio Definition". Investopedia.

semanticscholar.org

api.semanticscholar.org