An Empirical Comparison of Standardized Portfolio Models

Abstract
Given the popularity and diversity of the various standardized portfolio models, a critical management question is which of the various standardized portfolio models to select. Using PIMS data for 15 businesses (SBUs) of a Fortune 500 firm, this paper compares the positionings of these businesses on a number of standardized portfolio models. Managerial implications of these results are discussed.

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