ALTERNATIVE EFFICIENCY CRITERIA - EMPIRICAL ANALYSIS

被引：22

作者：

LEVY, H

SARNAT, M

机构：

[1] HEBREW UNIV,JERUSALEM,ISRAEL

[2] UNIV ILLINOIS,CHICAGO,IL

来源：

关键词：

D O I：

10.2307/2325587

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1153 / 1158

页数：6

共 16 条

[1]

Arrow K. J., 1965, ASPECTS THEORY RISK

FELDSTEIN, MS .

[3]

FELNER W, 1965, PROBABILITY PROFIT

[4]

HADAR J, 1969, AM ECON REV, V59, P25

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

HANOCH, G ;

LEVY, H .

[6] EFFICIENT PORTFOLIO SELECTION WITH QUADRATIC AND CUBIC UTILITY [J].

HANOCH, G ;

LEVY, H .

[7]

HANOCH G, 1970, J FINANCIAL QUANTITA, V5, P63

[8]

LEVY H, 1969, SWEDISH J ECONOM SEP

[9] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

LINTNER, J .

[10]

Markowitz H., 1971, PORTFOLIO SELECTION