ESSENTIALS OF PORTFOLIO DIVERSIFICATION STRATEGY

被引：35

作者：

MAO, JCT ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER,BRITISH COLUMBI,CANADA

来源：

关键词：

D O I：

10.2307/2325582

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1109 / 1121

页数：13

共 12 条

[1] DIVERSIFICATION AND REDUCTION OF DISPERSION - EMPIRICAL ANALYSIS [J].

EVANS, JL ;

ARCHER, SH .

[2]

FAMA EF, 1968, J FINANC, V23, P34

[3]

HANSEN MH, 1953, SAMPLE SURVEY METHOD, V2, P94

[4]

Hester D. D., 1967, RISK AVERSION PORTFO, V19

[5] TEST OF PORTFOLIO BUILDING RULES [J].

LATANE, HA ;

YOUNG, WE .

LINTNER, J .

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

LINTNER, J .

[8]

Markowitz H., 1971, PORTFOLIO SELECTION

[9]

SAMUELSON PA, 1967, J FINANCIAL QUANTITA, V2, P7

SHARPE, WF .