RISK AVERSION IN CHANCE CONSTRAINED PORTFOLIO SELECTION

被引：10

作者：

PYLE, DH

TURNOVSK.SJ

机构：

[1] UNIV CALIF,BERKELEY,CA 94720

[2] UNIV TORONTO,TORONTO,ONTARIO,CANADA

来源：

MANAGEMENT SCIENCE SERIES A-THEORY | 1971年 / 18卷 / 03期

关键词：

D O I：

10.1287/mnsc.18.3.218

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：218 / 225

页数：8

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