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

[31] Research on securities optimal portfolio
Yang, Guang
[J]. PROCEEDINGS OF CHINA-CANADA INDUSTRY WORKSHOP ON FINANCIAL ENGINEERING AND ENTERPRISE RISK MANAGEMENT 2009, 2009, : 201 - 205
[32] INFLATION AND OPTIMAL PORTFOLIO CHOICES
SOLNIK, BH
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (05) : 903 - 925
[33] Optimal contracts in portfolio delegation
Li, Tao
Zhou, Yuqing
[J]. MATHEMATICS AND FINANCIAL ECONOMICS, 2016, 10 (04) : 365 - 403
[34] Policy Portfolios and Portfolio Characteristics
Simonian, Joseph
[J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2019, 46 (01): : 52 - 59
[35] Optimal portfolio choice with benchmarks
Bernard, Carole
De Staelen, Rob H.
Vanduffel, Steven
[J]. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2019, 70 (10) : 1600 - 1621
[36] Regret and Optimal Portfolio Allocations
Blanchett, David
[J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2023, 49 (04): : 143 - 154
[37] ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS
Okhrin, Yarema
Schmid, Wolfgang
[J]. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2008, 11 (03) : 249 - 276
[38] Optimal contracts in portfolio delegation
Tao Li
Yuqing Zhou
[J]. Mathematics and Financial Economics, 2016, 10 : 365 - 403
[39] Optimal household portfolio behavior
Maki, A
Aiyoshi, E
[J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 1997, 43 (3-6) : 519 - 525
[40] Optimal granularity for portfolio choice
Branger, Nicole
Lucivjanska, Katarina
Weissensteiner, Alex
[J]. JOURNAL OF EMPIRICAL FINANCE, 2019, 50 : 125 - 146