SIMPLE RULES FOR OPTIMAL PORTFOLIO SELECTION IN STABLE PARETIAN MARKETS

被引:18
作者
BAWA, VS [1 ]
ELTON, EJ [1 ]
GRUBER, MJ [1 ]
机构
[1] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
关键词
D O I
10.2307/2327069
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1041 / 1047
页数:7
相关论文
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