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GEOMETRY OF SEPARATION AND MYOPIA
被引:10
作者
:
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
BRENNAN, MJ
[
1
]
KRAUS, A
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
KRAUS, A
[
1
]
机构
:
[1]
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
来源
:
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
|
1976年
/ 11卷
/ 02期
关键词
:
D O I
:
10.2307/2979048
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:171 / 139
页数:33
相关论文
共 9 条
[1]
ACZEL J, 1966, LECTURES FUNCTIONAL
[2]
Arrow K., 1965, THEORY RISK AVERSION
[3]
STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS
CASS, D
论文数:
0
引用数:
0
h-index:
0
CASS, D
STIGLITZ, JE
论文数:
0
引用数:
0
h-index:
0
STIGLITZ, JE
[J].
JOURNAL OF ECONOMIC THEORY,
1970,
2
(02)
: 122
-
160
[4]
RISK DISPOSITION AND SEPARATION PROPERTY IN PORTFOLIO SELECTION
HAKANSSON, NH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF,BERKELEY,CA
UNIV CALIF,BERKELEY,CA
HAKANSSON, NH
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1969,
4
(04)
: 401
-
416
[5]
OPTIMAL MYOPIC PORTFOLIO POLICIES, WITH AND WITHOUT SERIAL CORRELATION OF YIELDS
HAKANSSON, NH
论文数:
0
引用数:
0
h-index:
0
HAKANSSON, NH
[J].
JOURNAL OF BUSINESS,
1971,
44
(03)
: 324
-
334
[6]
OPTIMAL MULTIPERIOD PORTFOLIO POLICIES
MOSSIN, J
论文数:
0
引用数:
0
h-index:
0
机构:
NORWEGIAN SCH ECON & BUSINESS ADM,BERGEN,NORWAY
NORWEGIAN SCH ECON & BUSINESS ADM,BERGEN,NORWAY
MOSSIN, J
[J].
JOURNAL OF BUSINESS,
1968,
41
(02)
: 215
-
229
[7]
POLLACK RA, REV ECONOMIC STUDIES, V38, P401
[8]
RISK-AVERSION IN THE SMALL AND IN THE LARGE
PRATT, JW
论文数:
0
引用数:
0
h-index:
0
PRATT, JW
[J].
ECONOMETRICA,
1964,
32
(1-2)
: 122
-
136
[9]
PORTFOLIO SELECTION AND SECURITY PRICES
PYE, G
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA
UNIV CALIF BERKELEY,BERKELEY,CA
PYE, G
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1967,
49
(01)
: 111
-
115
←
1
→
共 9 条
[1]
ACZEL J, 1966, LECTURES FUNCTIONAL
[2]
Arrow K., 1965, THEORY RISK AVERSION
[3]
STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS
CASS, D
论文数:
0
引用数:
0
h-index:
0
CASS, D
STIGLITZ, JE
论文数:
0
引用数:
0
h-index:
0
STIGLITZ, JE
[J].
JOURNAL OF ECONOMIC THEORY,
1970,
2
(02)
: 122
-
160
[4]
RISK DISPOSITION AND SEPARATION PROPERTY IN PORTFOLIO SELECTION
HAKANSSON, NH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF,BERKELEY,CA
UNIV CALIF,BERKELEY,CA
HAKANSSON, NH
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1969,
4
(04)
: 401
-
416
[5]
OPTIMAL MYOPIC PORTFOLIO POLICIES, WITH AND WITHOUT SERIAL CORRELATION OF YIELDS
HAKANSSON, NH
论文数:
0
引用数:
0
h-index:
0
HAKANSSON, NH
[J].
JOURNAL OF BUSINESS,
1971,
44
(03)
: 324
-
334
[6]
OPTIMAL MULTIPERIOD PORTFOLIO POLICIES
MOSSIN, J
论文数:
0
引用数:
0
h-index:
0
机构:
NORWEGIAN SCH ECON & BUSINESS ADM,BERGEN,NORWAY
NORWEGIAN SCH ECON & BUSINESS ADM,BERGEN,NORWAY
MOSSIN, J
[J].
JOURNAL OF BUSINESS,
1968,
41
(02)
: 215
-
229
[7]
POLLACK RA, REV ECONOMIC STUDIES, V38, P401
[8]
RISK-AVERSION IN THE SMALL AND IN THE LARGE
PRATT, JW
论文数:
0
引用数:
0
h-index:
0
PRATT, JW
[J].
ECONOMETRICA,
1964,
32
(1-2)
: 122
-
136
[9]
PORTFOLIO SELECTION AND SECURITY PRICES
PYE, G
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA
UNIV CALIF BERKELEY,BERKELEY,CA
PYE, G
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1967,
49
(01)
: 111
-
115
←
1
→