MEAN-RISK ANALYSIS WITH RISK ASSOCIATED WITH BELOW-TARGET RETURNS

被引:48
作者
FISHBURN, PC [1 ]
机构
[1] PENN STATE UNIV,COLL BUSINESS ADM,UNIVERSITY PK,PA 16802
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:116 / 126
页数:11
相关论文
共 49 条
[1]   CHOICES WITH RISK - BEYOND MEAN AND VARIANCE [J].
ALDERFER, CP ;
BIERMAN, H .
JOURNAL OF BUSINESS, 1970, 43 (03) :341-353
[2]  
Arrow K. J., 1965, ASPECTS THEORY RISK
[3]   AN EXPECTED GAIN-CONFIDENCE LIMIT CRITERION FOR PORTFOLIO SELECTION [J].
BAUMOL, WJ .
MANAGEMENT SCIENCE, 1963, 10 (01) :174-182
[4]   LIQUIDITY PREFERENCE AND RISK AVERSION WITH AN EXPONENTIAL UTILITY FUNCTION - COMMENT [J].
BIERWAG, GO .
REVIEW OF ECONOMIC STUDIES, 1974, 41 (02) :301-302
[5]   INDIFFERENCE CURVES IN ASSET ANALYSIS [J].
BIERWAG, GO ;
GROVE, MA .
ECONOMIC JOURNAL, 1966, 76 (302) :337-343
[6]  
BORCH K, 1974, AM ECON REV, V64, P428
[7]   NOTE ON UNCERTAINTY AND INDIFFERENCE CURVES [J].
BORCH, K .
REVIEW OF ECONOMIC STUDIES, 1969, 36 (01) :1-4
[8]   A NOTE ON UTILITY AND ATTITUDES TO RISK [J].
BORCH, K .
MANAGEMENT SCIENCE, 1963, 9 (04) :697-700
[9]  
BORCH K, 1968, SWED J ECON, V70, P19
[10]  
CHIPMAN JS, 1973, REV ECON STUD, V40, P167, DOI 10.2307/2296646