PORTFOLIO SELECTION IN THE MEAN-VARIANCE MODEL - A NOTE

被引：25

作者：

NIELSEN, LT ^{[1
]}

机构：

[1] UNIV TEXAS,DEPT FINANCE,AUSTIN,TX 78712

来源：

关键词：

D O I：

10.2307/2328532

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1371 / 1376

页数：6

共 12 条

BERTSEKAS, DP .

[2]

BIERWAG GO, 1974, AM ECON REV, V64, P431

[3] INDIFFERENCE CURVES IN ASSET ANALYSIS [J].

BIERWAG, GO ;

GROVE, MA .

[4] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].

BLACK, F .

[5]

FRIEDMAN BM, 1987, IN PRESS ESSAYS HONO

[6] EXISTENCE OF EQUILIBRIUM IN A SECURITIES MODEL [J].

HART, OD .

[7]

JONES DS, 1981, 19 NAT BUR EC RES TE

[8]

MERTON RC, 1972, J FINANCIAL QUANTITA, V7, P1850

[9]

NIELSEN LT, 1985, THESIS HARVARD U

[10]

NIELSEN LT, 1988, IN PRESS J FINANCIAL