SURVEY AND COMPARISON OF PORTFOLIO SELECTION MODELS

被引:6
作者
WALLINGFORD, BA [1 ]
机构
[1] UNIV MICHIGAN,ANN ARBOR,MI
关键词
D O I
10.2307/2329896
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:85 / 106
页数:22
相关论文
共 6 条
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COHEN KJ, 1966, EMPIRICAL EVALUATION
[2]  
FARRAR DE, 1965, INVESTMENT DECISION
[3]  
HADLEY G, 1964, NON LINEAR DYNAMIC P
[4]  
MARKOWITZ H, 1952, J FINANC, P77
[5]  
Markowitz HM, 1959, EFFICIENT DIVERSIFIC
[6]   A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS [J].
SHARPE, WF .
MANAGEMENT SCIENCE, 1963, 9 (02) :277-293