EVALUATION OF EMPIRICAL SIGNIFICANCE OF OPTIMAL SEEKING ALGORITHMS IN PORTFOLIO SELECTION

被引：10

作者：

PORTER, RB ^{[1
]}

BEY, RP ^{[1
]}

机构：

[1] PENN STATE UNIV,UNIVERSITY PK,PA

来源：

JOURNAL OF FINANCE | 1974年 / 29卷 / 05期

关键词：

D O I：

10.2307/2978552

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1479 / 1490

页数：12

共 20 条

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[4]

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[5] EFFICIENCY ANALYSIS OF CHOICES INVOLVING RISK [J].

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[6] RELATIVE EFFECTIVENESS OF EFFICIENCY CRITERIA FOR PORTFOLIO SELECTION [J].

LEVY, H ;

HANOCH, G .

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[7] ALTERNATIVE EFFICIENCY CRITERIA - EMPIRICAL ANALYSIS [J].

LEVY, H ;

SARNAT, M .

JOURNAL OF FINANCE, 1970, 25 (05) :1153-1158

[8] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J].

LINTNER, J .

REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) :13-37

[9] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

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JOURNAL OF FINANCE, 1965, 20 (04) :587-616

[10]

Markowitz H., 1971, PORTFOLIO SELECTION

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