RISK REDUCTION AND PORTFOLIO SIZE - ANALYTICAL SOLUTION

被引:85
作者
ELTON, EJ [1 ]
GRUBER, MJ [1 ]
机构
[1] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
关键词
D O I
10.1086/295964
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:415 / 437
页数:23
相关论文
共 6 条
[1]   DIVERSIFICATION AND REDUCTION OF DISPERSION - EMPIRICAL ANALYSIS [J].
EVANS, JL ;
ARCHER, SH .
JOURNAL OF FINANCE, 1968, 23 (05) :761-767
[2]   SOME STUDIES OF VARIABILITY OF RETURNS ON INVESTMENTS IN COMMON STOCKS [J].
FISHER, L ;
LORIE, JH .
JOURNAL OF BUSINESS, 1970, 43 (02) :99-134
[3]  
JOHNSON A, 1974, J FINANCIAL ECONOMIC, V1, P365
[4]   TEST OF PORTFOLIO BUILDING RULES [J].
LATANE, HA ;
YOUNG, WE .
JOURNAL OF FINANCE, 1969, 24 (04) :595-612
[5]  
Markowitz H., 1959, PORTFOLIO SELECTION, P111
[6]  
Solnick B., 1975, INT CAPITAL MARKETS