COMPUTATION OF EFFICIENT BOUNDARY IN E-S PORTFOLIO SELECTION MODEL

被引：57

作者：

HOGAN, WW ^{[1
]}

WARREN, JM ^{[1
]}

机构：

[1] UNIV CALIF,LOS ANGELES,CA 90024

来源：

关键词：

D O I：

10.2307/2329623

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1881 / 1896

页数：16

共 12 条

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[7]

Markowitz H., 1971, PORTFOLIO SELECTION

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QUIRK, JP ;

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[9]

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[10]

SMITH K, 1971, PORTFOLIO MANAGEMENT