SOME PROBLEMS IN APPLYING CONTINUOUS PORTFOLIO SELECTION MODEL TO DISCRETE CAPITAL-BUDGETING PROBLEM

被引：6

作者：

BAUM, S ^{[1
]}

CARLSON, RC ^{[1
]}

JUCKER, JV ^{[1
]}

机构：

[1] STANFORD UNIV, STANFORD, CA 94305 USA

来源：

关键词：

D O I：

10.2307/2330390

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：333 / 344

页数：12

共 8 条

[1]

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[2]

Karlin S., 1959, MATH METHODS THEORY

[3]

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[4] A METHOD FOR SOLVING DISCRETE OPTIMIZATION PROBLEMS [J].

LAWLER, EL ;

BELL, MD .

[5]

Mao J. C., 1969, QUANTITATIVE ANAL FI

[6]

Markowitz H., 1971, PORTFOLIO SELECTION

[7] CRITERIA FOR PROGRAMMING INVESTMENT PROJECT SELECTION [J].

WEINGARTNER, HM .

[8]

WEINGARTNER HM, 1967, MATH PROGRAMMING ANA