UNCERTAINTY IN RISK - IS VARIANCE UNAMBIGUOUS

被引：8

作者：

JOYCE, JM ^{[1
]}

VOGEL, RC ^{[1
]}

机构：

[1] WESLEYAN UNIV,MIDDLETOWN,CT

来源：

JOURNAL OF FINANCE | 1970年 / 25卷 / 01期

关键词：

D O I：

10.2307/2325804

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：127 / 134

页数：8

共 13 条

[1]

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[4] PORTFOLIO SELECTION AND INVESTMENT PERFORMANCE [J].

FRIEND, I ;

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[5] PROBLEMS IN SELECTION OF SECURITY PORTFOLIOS - PERFORMANCE OF MUTUAL FUNDS IN PERIOD 1945-1964 - .1. INTRODUCTION [J].

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[6] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J].

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

LINTNER, J .

JOURNAL OF FINANCE, 1965, 20 (04) :587-616

[8]

Markowitz H., 1971, PORTFOLIO SELECTION

[9] CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK [J].

SHARPE, WF .

JOURNAL OF FINANCE, 1964, 19 (03) :425-442

[10] MUTUAL FUND PERFORMANCE [J].

SHARPE, WF .

JOURNAL OF BUSINESS, 1966, 39 (01) :119-138

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