AN EXPECTED GAIN-CONFIDENCE LIMIT CRITERION FOR PORTFOLIO SELECTION

[1] FELLER W, 1950, INTRO PROBABILITY TH, V1

[2] LINTNER J, 1962, REV EC STATISTICS, V44

[3] MANDELBROT B, 1962, IBM NC87 RES NOT

[4] MARKOWITZ H, 1952, J FINANCE, V0007

[5] MARKOWITZ H, 1959, COWLES F MONOGRAPH, V16

[6] QUANDT RE, 1960, Z NATIONALOKONOMIE, V20

[7] ROY AD, 1952, ECONOMETRICA, V20

[8] Tobin J., 1958, REV EC STUDIES, V25

[1] FELLER W, 1950, INTRO PROBABILITY TH, V1

[2] LINTNER J, 1962, REV EC STATISTICS, V44

[3] MANDELBROT B, 1962, IBM NC87 RES NOT

[4] MARKOWITZ H, 1952, J FINANCE, V0007

[5] MARKOWITZ H, 1959, COWLES F MONOGRAPH, V16

[6] QUANDT RE, 1960, Z NATIONALOKONOMIE, V20

[7] ROY AD, 1952, ECONOMETRICA, V20

[8] Tobin J., 1958, REV EC STUDIES, V25