INFORMATION, INVESTMENT BEHAVIOR, AND EFFICIENT PORTFOLIOS

被引:10
作者
BARON, DP [1 ]
机构
[1] NORTHWESTERN UNIV,EVANSTON,IL 60201
关键词
D O I
10.2307/2329760
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:555 / 566
页数:12
相关论文
共 19 条
[1]  
Black F, 1972, RES CAPITAL MARKET T
[2]   UTILITY OF WEALTH AND UTILITY OF WINDFALLS [J].
FLEMMING, JS .
REVIEW OF ECONOMIC STUDIES, 1969, 36 (01) :55-66
[3]   THE UTILITY ANALYSIS OF CHOICES INVOLVING RISK [J].
Friedman, Milton ;
Savage, L. J. .
JOURNAL OF POLITICAL ECONOMY, 1948, 56 (04) :279-304
[4]  
HADAR J, 1969, AM ECON REV, V59, P25
[5]   FRIEDMAN-SAVAGE UTILITY FUNCTIONS CONSISTENT WITH RISK AVERSION [J].
HAKANSSON, NH .
QUARTERLY JOURNAL OF ECONOMICS, 1970, 84 (03) :472-487
[6]   EFFICIENCY ANALYSIS OF CHOICES INVOLVING RISK [J].
HANOCH, G ;
LEVY, H .
REVIEW OF ECONOMIC STUDIES, 1969, 36 (03) :335-346
[7]  
HIRSHLEIFER J, 1971, AM ECON REV, V61, P561
[8]   CAPITAL ACCUMULATION AND PRODUCTION FOR THE FIRM - OPTIMAL DYNAMIC POLICIES [J].
IGLEHART, DL .
MANAGEMENT SCIENCE, 1965, 12 (03) :193-205
[9]   ALTERNATIVE EFFICIENCY CRITERIA - EMPIRICAL ANALYSIS [J].
LEVY, H ;
SARNAT, M .
JOURNAL OF FINANCE, 1970, 25 (05) :1153-1158
[10]  
LEVY H, 1970, J FINANCIAL QUAN MAR, P68