A MARKET INDEX FUTURES CONTRACT AND PORTFOLIO SELECTION

被引:1
作者
GRANT, D
机构
关键词
D O I
10.1016/0148-6195(82)90044-3
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:387 / 390
页数:4
相关论文
共 5 条
[1]  
ELTON E, 1976, J FINANCE DEC, P1241
[2]  
Henderson JM., 1980, MICROECONOMIC THEORY
[3]  
Sharpe W.F., 1970, PORTFOLIO THEORY CAP
[4]   HOW TO USE SECURITY ANALYSIS TO IMPROVE PORTFOLIO SELECTION [J].
TREYNOR, JL ;
BLACK, F .
JOURNAL OF BUSINESS, 1973, 46 (01) :66-86
[5]  
1980, JUSTIFICATION CHICAG