THE EFFECTS OF SHIFTS IN A RETURN DISTRIBUTION ON OPTIMAL PORTFOLIOS

被引:84
作者
HADAR, J
SEO, TK
机构
关键词
D O I
10.2307/2527171
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:721 / 736
页数:16
相关论文
共 11 条
[1]  
Arrow K., 1971, ESSAYS THEORY RISK B
[2]   SOME RESULTS ON COMPARATIVE STATICS UNDER UNCERTAINTY [J].
CHENG, HC ;
MAGILL, MJP ;
SHAFER, WJ .
INTERNATIONAL ECONOMIC REVIEW, 1987, 28 (02) :493-507
[3]   INCOME AND SUBSTITUTION EFFECTS FOR MEAN-PRESERVING SPREADS [J].
DAVIS, GK .
INTERNATIONAL ECONOMIC REVIEW, 1989, 30 (01) :131-136
[4]  
FISHBURN P, 1978, STOCHASTIC DOMINANCE
[5]   OPTIMAL PORTFOLIOS WITH ONE SAFE AND ONE RISKY ASSET - EFFECTS OF CHANGES IN RATE OF RETURN AND RISK [J].
FISHBURN, PC ;
PORTER, RB .
MANAGEMENT SCIENCE, 1976, 22 (10) :1064-1073
[6]   ASSET PROPORTIONS IN OPTIMAL PORTFOLIOS [J].
HADAR, J ;
SEO, TK .
REVIEW OF ECONOMIC STUDIES, 1988, 55 (03) :459-468
[7]   SOME NEGATIVE RESULTS ON EXISTENCE OF COMPARATIVE STATICS RESULTS IN PORTFOLIO THEORY [J].
HART, OD .
REVIEW OF ECONOMIC STUDIES, 1975, 42 (04) :615-621
[8]   THE DEMAND FOR A RISKY ASSET [J].
KIRA, D ;
ZIEMBA, WT .
MANAGEMENT SCIENCE, 1980, 26 (11) :1158-1165
[9]   DEMAND FOR RISKY FINANCIAL ASSETS - A PORTFOLIO ANALYSIS [J].
LANDSBERGER, M ;
MEILIJSON, I .
JOURNAL OF ECONOMIC THEORY, 1990, 50 (01) :204-213
[10]   INCREASING RISK .1. DEFINITION [J].
ROTHSCHILD, M ;
STIGLITZ, JE .
JOURNAL OF ECONOMIC THEORY, 1970, 2 (03) :225-243