ASSET PROPORTIONS IN OPTIMAL PORTFOLIOS

被引：29

作者：

HADAR, J

SEO, TK

机构：

来源：

关键词：

D O I：

10.2307/2297395

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：459 / 468

页数：10

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[6]

HADAR J, 1980, RES FINANCE, V2, P99

[7] THE DEMAND FOR A RISKY ASSET [J].

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ZIEMBA, WT .

[8]

LANDSBERGER M, 1986, STOCHASTIC ORDER REL

[9]

MACMINN RD, 1984, J FINANCE, V29, P541

[10]

Markowitz H., 1971, PORTFOLIO SELECTION