OPTIMAL PORTFOLIO REVISION POLICY

被引：56

作者：

CHEN, AHY ^{[1
]}

JEN, FC ^{[1
]}

ZIONTS, S ^{[1
]}

机构：

[1] SUNY, SCH MANAGEMENT, BUFFALO, NY USA

来源：

JOURNAL OF BUSINESS | 1971年 / 44卷 / 01期

关键词：

D O I：

10.1086/295332

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：51 / 61

页数：11

共 50 条

[1] GRANDFATHER CLAUSES AND OPTIMAL PORTFOLIO REVISION
TUCKMAN, B
VILA, JL
[J]. JOURNAL OF RISK AND INSURANCE, 1992, 59 (03) : 398 - 408
[2] Portfolio revision and optimal diversification strategy choices
Mroua, Mourad
Abid, Fathi
[J]. INTERNATIONAL JOURNAL OF MANAGERIAL FINANCE, 2014, 10 (04) : 537 - 564
[3] OPTIMAL PORTFOLIO REVISION WITH A PROPORTIONAL TRANSACTION COST
KAMIN, JH
[J]. MANAGEMENT SCIENCE SERIES A-THEORY, 1975, 21 (11): : 1263 - 1271
[4] A MINIMAX POLICY FOR OPTIMAL PORTFOLIO CHOICE
SENGUPTA, JK
[J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1982, 13 (01) : 39 - 56
[5] A portfolio approach to endogenous growth: equilibrium and optimal policy
Corsetti, G
[J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1997, 21 (10): : 1627 - 1644
[6] Optimal investment policy on consumption and portfolio problem for companies with debts
Yuan Ji-hong
Liu Kun-hui
[J]. 2007 INTERNATIONAL CONFERENCE ON SERVICE SYSTEMS AND SERVICE MANAGEMENT, VOLS 1-3, 2007, : 293 - +
[7] TRANSITION MODEL FOR PORTFOLIO REVISION
SMITH, KV
[J]. JOURNAL OF FINANCE, 1967, 22 (03): : 425 - 439
[8] How to choose the optimal policy in multi-agent belief revision?
Gao, Y
Sun, ZC
Li, N
[J]. ROUGH SETS, FUZZY SETS, DATA MINING, AND GRANULAR COMPUTING, 2003, 2639 : 706 - 710
[9] Optimal inventory policy for a dynamic stochastic inventory problem with order revision
Xu, Ningxiong
[J]. OPTIMIZATION LETTERS, 2017, 11 (07) : 1489 - 1497
[10] Optimal inventory policy for a dynamic stochastic inventory problem with order revision
Ningxiong Xu
[J]. Optimization Letters, 2017, 11 : 1489 - 1497

← 1 2 3 4 5 →