A Comparison of the Mean-Variance-Leverage Optimization Model and the Markowitz General Mean-Variance Portfolio Selection Model

被引：0
|
作者：
Jacobs, Bruce I. [1 ]
Levy, Kenneth N. [1 ]
机构：
[1] Jacobs Levy Equ Management, Florham Pk, NJ USA
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 2013年 / 40卷 / 01期
关键词：
AVERSION;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
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页码：1 / +
页数：4
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