OPTIMAL PORTFOLIOS WITH ONE SAFE AND ONE RISKY ASSET - EFFECTS OF CHANGES IN RATE OF RETURN AND RISK

被引：90

作者：

FISHBURN, PC

PORTER, RB

机构：

[1] PENN STATE UNIV,UNIVERSITY PK,PA 16802

[2] SO METHODIST UNIV,DALLAS,TX 75222

来源：

MANAGEMENT SCIENCE | 1976年 / 22卷 / 10期

关键词：

D O I：

10.1287/mnsc.22.10.1064

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：1064 / 1073

页数：10

共 25 条

[1]

Arrow K. J., 1965, ASPECTS THEORY RISK

[2] RISK AVERSION AND WEALTH EFFECTS ON PORTFOLIOS WITH MANY ASSETS [J].

CASS, D ;

STIGLITZ, JE .

REVIEW OF ECONOMIC STUDIES, 1972, 39 (119) :331-354

[3] EFFECTS OF TAXATION ON RISK TAKING [J].

FELDSTEIN, MS .

JOURNAL OF POLITICAL ECONOMY, 1969, 77 (05) :755-764

[4]

HADAR J, 1969, AM ECON REV, V59, P25

[5] RISK DISPOSITION AND SEPARATION PROPERTY IN PORTFOLIO SELECTION [J].

HAKANSSON, NH .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1969, 4 (04) :401-416

[6]

HALL CH, 1960, FISCAL POLICY STABLE

[7] SIMPLIFYING CHOICE BETWEEN UNCERTAIN PROSPECTS WHERE PREFERENCE IS NONLINEAR [J].

HAMMOND, JS .

MANAGEMENT SCIENCE SERIES A-THEORY, 1974, 20 (07) :1047-1072

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

HANOCH, G ;

LEVY, H .

REVIEW OF ECONOMIC STUDIES, 1969, 36 (03) :335-346

[9]

Hicks J. R., 1946, VALUE CAPITAL

[10] DEMAND FOR ASSETS UNDER CONDITIONS OF RISK [J].

LEVY, H .

JOURNAL OF FINANCE, 1973, 28 (01) :79-96

← 1 2 3 →