MEAN-VARIANCE ANALYSIS OF UNITED-STATES LONG-TERM PORTFOLIO FOREIGN INVESTMENT

被引：39

作者：

MILLER, NC

WHITMAN, MVN

机构：

[1] CARNEGIE MELLON UNIV, PITTSBURGH, PA USA

[2] UNIV PITTSBURGH, PITTSBURGH, PA USA

来源：

关键词：

D O I：

10.2307/1883008

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：175 / 196

页数：22

共 34 条

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[2]

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[3]

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[4]

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FAMA, EF .

[6]

FAMA EF, 1969, INT ECONOMIC REV JAN

[7]

Feige EL, 1967, AM ECON REV, V57, P462

[8] DETERMINANTS OF RISK PREMIUMS ON CORPORATE-BONDS [J].

FISHER, L .

[9]

Gray HP, 1967, AM ECON REV, V57, P548

[10]

GRUBEL HG, 1968, AM ECON REV, V58, P1299