SIMPLE OPTIMAL ASSET ALLOCATION UNDER UNCERTAINTY

被引:3
作者
CHEN, SN
机构
关键词
D O I
10.3905/jpm.1987.409117
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:69 / 76
页数:8
相关论文
共 12 条
[1]  
BODIE Z, 1976, J FINANCE, V31, P145
[2]  
ELTON EJ, 1978, J PORTFOLIO MANA SPR, P15
[3]  
ELTON EJ, 1977, J FINANCIAL QUANTITA, P329
[4]  
FABOZZI F, 1983, HDB FIXED INCOME SEC
[5]   ASSET RETURNS AND INFLATION [J].
FAMA, EF ;
SCHWERT, GW .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) :115-146
[6]   THE FISCAL AND MONETARY LINKAGE BETWEEN STOCK RETURNS AND INFLATION [J].
GESKE, R ;
ROLL, R .
JOURNAL OF FINANCE, 1983, 38 (01) :1-33
[7]  
GULTEKIN NB, 1983, J FINANCE MAR, P49
[8]  
JAFFE JF, 1976, J FINANCE MAY, P447
[9]  
Markowitz H., 1971, PORTFOLIO SELECTION
[10]   PORTFOLIO SELECTION [J].
Markowitz, Harry .
JOURNAL OF FINANCE, 1952, 7 (01) :77-91