EFFICIENT PORTFOLIO SELECTION FOR PARETO-LEVY INVESTMENTS

被引：59

作者：

SAMUELSON, PA ^{[1
]}

机构：

[1] MIT,CAMBRIDGE,MA

来源：

关键词：

D O I：

10.2307/2329897

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：107 / 122

页数：16

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[8]

MANDELBROT, 1963, J BUSINESS, V36, P394

[9] GENERAL PROOF THAT DIVERSIFICATION PAYS [J].

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[10]

ZARNFALLER F, 1959, 5 PLACE TABLES C DEC