EFFICIENT PORTFOLIO SELECTION WITH QUADRATIC AND CUBIC UTILITY

被引：73

作者：

HANOCH, G ^{[1
]}

LEVY, H ^{[1
]}

机构：

[1] HEBREW UNIV,JERUSALEM,ISRAEL

来源：

关键词：

D O I：

10.1086/295264

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：181 / 189

页数：9

共 21 条

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[14] PORTFOLIO SELECTION [J].

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[16] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J].

PRATT, JW .

SHARPE, WF .

[18]

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[19]

TOBIN J, 1968, REV ECONOMIC STUDIES, V26, P65

[20]

VONNEUMANN J, 1953, THEORY GAMES ECONOMI