THE OPTIMAL SELECTION OF SMALL PORTFOLIOS

被引：26

作者：

BLOG, B ^{[1
]}

VANDERHOEK, G ^{[1
]}

KAN, AHGR ^{[1
]}

TIMMER, GT ^{[1
]}

机构：

[1] ERASMUS UNIV,FAC ECON,3000 DR ROTTERDAM,NETHERLANDS

来源：

MANAGEMENT SCIENCE | 1983年 / 29卷 / 07期

关键词：

D O I：

10.1287/mnsc.29.7.792

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：792 / 798

页数：7

共 13 条

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[5]

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[8]

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[9]

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[10]

Markowitz H., 1971, PORTFOLIO SELECTION

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