TRANSITION MODEL FOR PORTFOLIO REVISION

被引：30

作者：

SMITH, KV ^{[1
]}

机构：

[1] UNIV CALIF LOS ANGELES,LOS ANGELES,CA

来源：

关键词：

D O I：

10.2307/2978895

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：425 / 439

页数：15

共 8 条

[1] INTER-TEMPORAL ANALYSIS AND OPTIMIZATION OF BANK PORTFOLIOS [J].

CHAMBERS, D ;

CHARNES, A .

[2]

CLARKSON GPE, 1962, PORTFOLIO SELECTION, P106

[3]

Markowitz H., 1971, PORTFOLIO SELECTION

[4] A MODEL OF MULTI-PERIOD INVESTMENT UNDER UNCERTAINTY [J].

NASLUND, B ;

WHINSTON, A .

[5]

OSTLE B, 1963, STATISTICS RESEARCH, P164

[6] A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS [J].

SHARPE, WF .

[7]

SHARPE WF, 1961, THESIS U CALIFORNIA, P61

[8]

1963, FORTUNE, V68, P177