PORTFOLIO SELECTION WITH TRANSACTIONS COSTS

被引：214

作者：

MAGILL, MJP

CONSTANTINIDES, GM

机构：

[1] INDIANA UNIV,DEPT ECON,BLOOMINGTON,IN 47401

[2] CARNEGIE MELLON UNIV,GRAD SCH IND ADM,PITTSBURGH,PA 15213

来源：

JOURNAL OF ECONOMIC THEORY | 1976年 / 13卷 / 02期

关键词：

D O I：

10.1016/0022-0531(76)90018-1

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：245 / 263

页数：19

共 24 条

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[5]

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[7]

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[9]

Eppen GD, 1969, INT EC REV, V10, P119

[10]

GIKHMAN I. I., 1969, INTRO THEORY RANDOM

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