STOCK PRICE AND ECONOMIC INDEXES FOR GENERATING EFFICIENT PORTFOLIOS

被引：5

作者：

SMITH, KV ^{[1
]}

机构：

[1] UNIV CALIF,LOS ANGELES,CA

来源：

关键词：

D O I：

10.1086/295201

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：326 / 336

页数：11

共 14 条

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COHEN, KJ ;

POGUE, JA .

[2]

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[3]

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[4]

FERBER R, 1949, STATISTICAL TECHNIQU, P385

[5] SOME NEW STOCK-MARKET INDEXES [J].

FISHER, L .

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

LINTNER, J .

[7]

Markowitz H., 1971, PORTFOLIO SELECTION

[8]

MCFARLANE DD, 1965, THESIS INDIANA U, P24

[9]

OSTLE B, 1963, STATISTICS RESEARCH, P278

[10]

PAINE NR, 1961, THESIS U TEXAS, P77