The DOI matches its Crossref record.
Modern Portfolio Theory and Investment Analysis.
Abstract
An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.
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Citations
Cited by
Survivorship Bias in Performance Studies
Brown, S. J., Goetzmann, W., Ibbotson, R. G., & Ross, S. A. (1992) · Review of Financial Studies · doi:10.1093/rfs/5.4.553 · Cited by 1,121
Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
Steinbach, M. C. (2001) · SIAM Review · doi:10.1137/s0036144500376650 · Cited by 382
Delegated portfolio management
Bhattacharya, S., & Pfleiderer, P. (1985) · Journal of Economic Theory · doi:10.1016/0022-0531(85)90076-6 · Cited by 306
Diaspora for Development in Africa
(2011) · World Bank, Washington, DC eBooks · doi:10.1596/978-0-8213-8258-5 · Cited by 273
Sawhney, R., Agarwal, S., Wadhwa, A., & Shah, R. R. (2020) · Proceedings of the 2020 Conference on Empirical Methods in Natural Language Processing (EMNLP) · doi:10.18653/v1/2020.emnlp-main.676 · Cited by 146
Metadata
- Authors
- Smith, K. V., Elton, E. J., & Gruber, M. J.
- Venue
- The Journal of Finance
- Publisher
- JSTOR
- Published
- 1982-12
- Volume
- 37
- Issue
- 5
- Pages
- 1317
- ISSN
- 0022-1082 (ISSN-L)
- OpenAlex
- W2085317472
- Cited by
- 3,012
- References
- 0
- FWCI
- 15.09
- Type
- journal article
- Language
- en
- Open access
- closed
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
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- CoChat. (2026). Citation check: Modern Portfolio Theory and Investment Analysis. https://app.cochat.ai/papers/10.2307/2327857
- The paper
- Smith, K. V., Elton, E. J., & Gruber, M. J. (1982). Modern Portfolio Theory and Investment Analysis. The Journal of Finance. https://doi.org/10.2307/2327857
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
