STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS

被引:198
作者
CASS, D
STIGLITZ, JE
机构
关键词
D O I
10.1016/0022-0531(70)90002-5
中图分类号
F [经济];
学科分类号
02 ;
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页码:122 / 160
页数:39
相关论文
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HAKANSSON NH, 1969, J FINANCIAL QUANTITA, P401
[4]   RISK-AVERSION IN THE SMALL AND IN THE LARGE [J].
PRATT, JW .
ECONOMETRICA, 1964, 32 (1-2) :122-136
[5]  
TOBIN J, 1958, REV ECON STUD, P65