NECESSARY AND SUFFICIENT CONDITIONS FOR THE MEAN-VARIANCE PORTFOLIO MODEL WITH CONSTANT RISK-AVERSION

被引：7

作者：

EPPS, TW

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1981年 / 16卷 / 02期

关键词：

D O I：

10.2307/2330644

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：169 / 176

页数：8

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