CONDITIONS OF EQUIVALENCE AMONG E-V, SSD, AND E-H PORTFOLIO SELECTION CRITERIA - CASE FOR UNIFORM, NORMAL AND LOGNORMAL DISTRIBUTIONS

被引：25

作者：

PHILIPPATOS, GC

GRESSIS, N

机构：

[1] PENN STATE UNIV, COLL BUSINESS ADM, UNIVERSITY PK, PA 16802 USA

[2] INDIANA UNIV, GRAD SCH BUSINESS, BLOOMINGTON, IN USA

来源：

MANAGEMENT SCIENCE SERIES B-APPLICATION | 1975年 / 21卷 / 06期

关键词：

D O I：

10.1287/mnsc.21.6.617

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：617 / 625

页数：9

共 17 条

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[10]

Markowitz H., 1971, PORTFOLIO SELECTION

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