ESTIMATION FOR MARKOWITZ EFFICIENT PORTFOLIOS

被引：250
作者：
JOBSON, JD
KORKIE, B
机构：
来源：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1980年 / 75卷 / 371期
关键词：
D O I：
10.2307/2287643
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：544 / 554
页数：11
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