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
收藏
页码：218 / 225
页数：8
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