EFFICIENT PORTFOLIO SELECTION WITH QUADRATIC AND CUBIC UTILITY

[11] HOEL PG, 1965, INTRO MATHEMATICAL S, P77

[12] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J]. JOURNAL OF FINANCE, 1965, 20 (04) : 587 - 616

[13] Markowitz H., 1971, PORTFOLIO SELECTION

[14] PORTFOLIO SELECTION [J]. JOURNAL OF FINANCE, 1952, 7 (01) : 77 - 91

[15] RATIONAL BEHAVIOR, UNCERTAIN PROSPECTS, AND MEASURABLE UTILITY [J]. ECONOMETRICA, 1950, 18 (02) : 111 - 141

[16] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J]. ECONOMETRICA, 1964, 32 (1-2) : 122 - 136

[17] CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK [J]. JOURNAL OF FINANCE, 1964, 19 (03) : 425 - 442

[18] SKIBINSKY M, 1967, J APPLIED PROBAB DEC

[19] TOBIN J, 1968, REV ECONOMIC STUDIES, V26, P65

[20] VONNEUMANN J, 1953, THEORY GAMES ECONOMI

[11] HOEL PG, 1965, INTRO MATHEMATICAL S, P77

[12] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J]. JOURNAL OF FINANCE, 1965, 20 (04) : 587 - 616

[13] Markowitz H., 1971, PORTFOLIO SELECTION

[14] PORTFOLIO SELECTION [J]. JOURNAL OF FINANCE, 1952, 7 (01) : 77 - 91

[15] RATIONAL BEHAVIOR, UNCERTAIN PROSPECTS, AND MEASURABLE UTILITY [J]. ECONOMETRICA, 1950, 18 (02) : 111 - 141

[16] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J]. ECONOMETRICA, 1964, 32 (1-2) : 122 - 136

[17] CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK [J]. JOURNAL OF FINANCE, 1964, 19 (03) : 425 - 442

[18] SKIBINSKY M, 1967, J APPLIED PROBAB DEC

[19] TOBIN J, 1968, REV ECONOMIC STUDIES, V26, P65

[20] VONNEUMANN J, 1953, THEORY GAMES ECONOMI