TESTING A STANDARD THEORY OF PORTFOLIO SELECTION

[1] ALLINGHAM M, 1973, THEORY DEMAND REAL M, P242

[2] UTILITY THEORETIC FOUNDATIONS OF MEAN-VARIANCE ANALYSIS [J]. JOURNAL OF FINANCE, 1977, 32 (05) : 1683 - 1697

[3] SYSTEMS OF CONSUMER DEMAND-FUNCTIONS APPROACH - REVIEW [J]. ECONOMETRICA, 1977, 45 (01) : 23 - 51

[4] CLAYTON G, 1965, INSURANCE CO INVESTM

[5] DREZE JH, 1974, CORE7415 DISC PAP

[6] PERSONAL TAXATION AND PORTFOLIO COMPOSITION - ECONOMETRIC-ANALYSIS [J]. ECONOMETRICA, 1976, 44 (04) : 631 - 650

[7] FRIEDMAN BM, 1975, 430 HARV I EC RES DI

[8] HOLBROOK JP, UNPUBLISHED

[9] DISCOUNT HOUSE PORTFOLIO AND DEBT SELECTION [J]. REVIEW OF ECONOMIC STUDIES, 1970, 37 (112) : 469 - 497

[10] PLACKETT RL, 1950, BIOMETRIKA, V37, P149, DOI 10.2307/2332158

[1] ALLINGHAM M, 1973, THEORY DEMAND REAL M, P242

[2] UTILITY THEORETIC FOUNDATIONS OF MEAN-VARIANCE ANALYSIS [J]. JOURNAL OF FINANCE, 1977, 32 (05) : 1683 - 1697

[3] SYSTEMS OF CONSUMER DEMAND-FUNCTIONS APPROACH - REVIEW [J]. ECONOMETRICA, 1977, 45 (01) : 23 - 51

[4] CLAYTON G, 1965, INSURANCE CO INVESTM

[5] DREZE JH, 1974, CORE7415 DISC PAP

[6] PERSONAL TAXATION AND PORTFOLIO COMPOSITION - ECONOMETRIC-ANALYSIS [J]. ECONOMETRICA, 1976, 44 (04) : 631 - 650

[7] FRIEDMAN BM, 1975, 430 HARV I EC RES DI

[8] HOLBROOK JP, UNPUBLISHED

[9] DISCOUNT HOUSE PORTFOLIO AND DEBT SELECTION [J]. REVIEW OF ECONOMIC STUDIES, 1970, 37 (112) : 469 - 497

[10] PLACKETT RL, 1950, BIOMETRIKA, V37, P149, DOI 10.2307/2332158