Markowitz's Mean-Variance Rule and the Talmudic Diversification Recommendation

被引：4

作者：

Levy, Haim ^{[1
]}

Duchin, Ran ^{[2
]}

机构：

[1] Hebrew Univ Jerusalem, Jerusalem Sch Business, IL-91905 Jerusalem, Israel

[2] Univ Michigan Ross Sch Busines, Ann Arbor, MI 48109 USA

来源：

HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE | 2010年

关键词：

ASSET PRICING MODEL; EFFICIENT PORTFOLIOS; UTILITY; WEALTH; EQUILIBRIUM; PERFORMANCE; SELECTION; MARKET; RISK;

D O I：

10.1007/978-0-387-77439-8_4

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：97 / +

页数：3

共 27 条

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