STOCHASTIC PORTFOLIO THEORY AND STOCK-MARKET EQUILIBRIUM

被引：52

作者：

FERNHOLZ, R ^{[1
]}

SHAY, B ^{[1
]}

机构：

[1] CUNY HUNTER COLL,NEW YORK,NY 10021

来源：

关键词：

D O I：

10.2307/2327371

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：615 / 624

页数：10

共 14 条

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[2]

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[4]

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LINTNER, J .

[6] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

LINTNER, J .

[7]

Markowitz H., 1971, PORTFOLIO SELECTION

[8]

Markowitz H., 1956, NAV RES LOGIST Q, V3, P111, DOI [10.1002/nav.380.0.030110, DOI 10.1002/NAV.3800030110]

[9] PORTFOLIO SELECTION [J].

Markowitz, Harry .

[10]

McKean H. P, 1969, STOCHASTIC INTEGRALS