DO ASSET-DEMAND FUNCTIONS OPTIMIZE OVER THE MEAN AND VARIANCE OF REAL RETURNS - A 6-CURRENCY TEST

被引：51

作者：

FRANKEL, J ^{[1
]}

ENGEL, CM ^{[1
]}

机构：

[1] UNIV VIRGINIA,DEPT ECON,CHARLOTTESVILLE,VA 22901

来源：

关键词：

D O I：

10.1016/0022-1996(84)90026-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：309 / 323

页数：15

共 36 条

[1] INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS
ADLER, M
DUMAS, B
[J]. JOURNAL OF FINANCE, 1983, 38 (03) : 925 - 984
[2] ADLER M, 1976, AM ECON REV, V66, P332
[3] ARNOLD B, 1983, VARIABLE COEFFICIENT
[4] BERNDT E, 1974, ANN ECON SOC MEAS, V3, P635
[5] CORNELL BW, 1978, REV ECON STAT, V60, P111
[6] DEMACEDO J, 1982, INT MONETARY SYSTEM
[7] DEMACEDO J, 1982, UNPUB EXCHANGE RATE
[8] DOOLEY MP, 1983, INT MONET FUND S PAP, V30, P683
[9] DORNBUSCH R, 1980, BROOKINGS PAPERS EC, V1, P143
[10] DORNSBUSCH R, 1983, INT FINANCIAL MARKET