SOME PORTFOLIO-RELEVANT RISK CHARACTERISTICS OF LONG-TERM MARKETABLE SECURITIES

被引：2

作者：

MCENALLY, RW ^{[1
]}

机构：

[1] UNIV TEXAS,AUSTIN,TX 78712

来源：

关键词：

D O I：

10.2307/2329825

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：565 / 585

页数：21

共 12 条

[1]

BIERMAN H, 1968, J FINANCIAL QUANTITA, V3

[2] EMPIRICAL EVALUATION OF ALTERNATIVE PORTFOLIO-SELECTION MODELS [J].

COHEN, KJ ;

POGUE, JA .

[3]

FRIEDMAN HC, 1970, THESIS U CALIFORNIA

[4]

HASTIE K, 1967, MANAGE SCI, V13, P757

[5] UNCERTAINTY IN RISK - IS VARIANCE UNAMBIGUOUS [J].

JOYCE, JM ;

VOGEL, RC .

RENSHAW, EF .

[7]

SILBER WL, 1971, PORTFOLIO BEHAVIOR F

[8]

SLOANE PE, 1967, FINANCIAL MARKETS EC

[9]

SMITH K, 1971, PORTFOLIO MANAGEMENT

SMITH, KV .