OPTIMAL PORTFOLIO REVISION POLICY

被引:56
作者
CHEN, AHY [1 ]
JEN, FC [1 ]
ZIONTS, S [1 ]
机构
[1] SUNY, SCH MANAGEMENT, BUFFALO, NY USA
关键词
D O I
10.1086/295332
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:51 / 61
页数:11
相关论文
共 6 条
  • [1] Hadley G., 1964, NONLINEAR DYNAMIC PR
  • [2] JEN FC, EFFECTS LIQUIDITY NE
  • [3] Markowitz H., 1971, PORTFOLIO SELECTION
  • [4] MOSSIN, 1968, J FINANCIAL QUANTITA, V3, P371
  • [5] MOSSIN J, 1968, J BUS, V41, P221
  • [6] TRANSITION MODEL FOR PORTFOLIO REVISION
    SMITH, KV
    [J]. JOURNAL OF FINANCE, 1967, 22 (03) : 425 - 439