AN EMPIRICAL BAYES APPROACH TO EFFICIENT PORTFOLIO SELECTION

被引：176

作者：

FROST, PA ^{[1
]}

SAVARINO, JE ^{[1
]}

机构：

[1] PACIFIC LUTHERAN UNIV,SCH BUSINESS ADM,TACOMA,WA 98447

来源：

关键词：

D O I：

10.2307/2331043

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：293 / 305

页数：13

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CHEN CF, 1979, J R STAT SOC B, V41, P235

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Dempster A. P, 1969, ELEMENTS CONTINUOUS

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LAIRD, NM ;

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FAMA EF, 1976, F FINANCE PORTFOLIO