PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES

被引：86

作者：

BARRY, CB ^{[1
]}

机构：

[1] UNIV FLORIDA,GAINESVILLE,FL 32601

来源：

关键词：

D O I：

10.2307/2978821

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：515 / 522

页数：8

相关论文

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[2] BONESS AJ, UNPUBLISHED MANUSCRI
[3] ESTIMATION RISK IN PORTFOLIO SELECTION MODEL
KALYMON, BA
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[4] LAVALLE IH, 1970, INTRO PROBABILITY DE
[5] PRESS SJ, 1972, APPLIED MULTIVARIATE
[6] BAYESIAN MODELS FOR FORECASTING FUTURE SECURITY PRICES
WINKLER, RL
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1973, 8 (03) : 387 - 405