PORTFOLIO EFFICIENCY ANALYSIS IN 3 MOMENTS - MULTIPERIOD CASE

被引：86

作者：

ARDITTI, FD

LEVY, H

机构：

[1] UNIV FLORIDA, GAINESVILLE, FL 32601 USA

[2] HEBREW UNIV, JERUSALEM, ISRAEL

来源：

关键词：

D O I：

10.2307/2326859

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：797 / 809

页数：13

共 20 条

[1]

ARDITTI F, 1971, J FINANCIAL QUAN JUN, P1

[2]

ARDITTI FD, 1967, J FINANCE MAR, P19

[3]

BLUME ME, 1970, J BUSINESS APR, P152

[4] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

[5]

FAMA EF, 1968, J FINANCE MAR, P29

[6]

FOGLER HR, 1974, J FINANCIAL QUAN JUN, P485

[7] THE UTILITY ANALYSIS OF CHOICES INVOLVING RISK [J].

Friedman, Milton ;

Savage, L. J. .

[8]

FRIEND I, 1970, AM ECONOMIC REV SEP, P561

[9] EFFICIENCY ANALYSIS OF CHOICES INVOLVING RISK [J].

HANOCH, G ;

LEVY, H .

[10]

KAPLANSKY I, 1945, AM STATISTICAL A JUN, P259