PORTFOLIO SELECTION IN A LOG-STABLE MARKET

被引：5

作者：

OHLSON, JA ^{[1
]}

机构：

[1] UNIV CALIF,BERKELEY,CA 94720

来源：

关键词：

D O I：

10.2307/2979036

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：285 / 298

页数：14

共 12 条

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FAMA, EF .

[2] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

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[3] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

[4]

Fishburn P.C., 1970, UTILITY THEORY DECIS

[5]

Loeve M., 1963, PROBABILITY THEORY

[6] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].

MANDELBROT, B .

[7]

Mandelbrot B. B., 1963, J POLITICAL EC, V61, P421

[8]

MERTON RC, 1971, J ECONOMIC THEORY, V3

[9]

ROCKEFELLAR RT, 1970, CONVEX ANALYSIS

[10] EFFICIENT PORTFOLIO SELECTION FOR PARETO-LEVY INVESTMENTS [J].

SAMUELSON, PA .