TOBINS MULTIPERIOD PORTFOLIO THEOREM

被引：5

作者：

STEVENS, GVG ^{[1
]}

机构：

[1] FED RESERVE SYST,WASHINGTON,DC 20551

来源：

关键词：

D O I：

10.2307/2296514

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：461 / 468

页数：8

共 9 条

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[J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37
[4] OPTIMAL MULTIPERIOD PORTFOLIO POLICIES
MOSSIN, J
[J]. JOURNAL OF BUSINESS, 1968, 41 (02) : 215 - 229
[5] PHILLIPS EG, 1956, COURSE ANALYSIS
[6] LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
SAMUELSON, PA
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1969, 51 (03) : 239 - 246
[7] SAMUELSON PA, 1947, FOUNDATIONS ECONOMIC
[8] Tobin J., 1965, THEORY INTEREST RATE, V364, P364
[9] TOBIN J, 1958, REV ECON STUD, V25, P65, DOI DOI 10.2307/2296205