MEDIA SELECTION BY MEAN-VARIANCE ANALYSIS

被引:3
|
作者
DEKLUYVER, CA
BAIRD, FT
机构
[1] PURDUE UNIV,W LAFAYETTE,IN 47907
[2] UNIV CANTERBURY,CHRISTCHURCH,NEW ZEALAND
关键词
D O I
10.1016/0377-2217(84)90069-9
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
下载
收藏
页码:152 / 156
页数:5
相关论文
共 50 条
  • [41] Dynamic mean-variance portfolio selection with borrowing constraint
    Fu, Chenpeng
    Lari-Lavassani, Ali
    Li, Xun
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2010, 200 (01) : 312 - 319
  • [42] Tail mean-variance portfolio selection with estimation risk
    Huang, Zhenzhen
    Wei, Pengyu
    Weng, Chengguo
    INSURANCE MATHEMATICS & ECONOMICS, 2024, 116 : 218 - 234
  • [43] Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection
    Ni, Yuan-Hua
    Li, Xun
    Zhang, Ji-Feng
    Krstic, Miroslav
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 65 (04) : 1716 - 1723
  • [44] Mean-Variance Portfolio Selection in Contagious Markets\ast
    Shen, Yang
    Zou, Bin
    SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2022, 13 (02): : 391 - 425
  • [45] Two Possibilistic Mean-Variance Models for Portfolio Selection
    Chen, Wei
    FUZZY INFORMATION AND ENGINEERING, VOLUME 2, 2009, 62 : 1035 - 1044
  • [46] Mean-Variance Portfolio Selection With the Ordered Weighted Average
    Laengle, Sigifredo
    Loyola, Gino
    Merigo, Jose M.
    IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2017, 25 (02) : 350 - 362
  • [47] Minimax mean-variance models for fuzzy portfolio selection
    Huang, Xiaoxia
    SOFT COMPUTING, 2011, 15 (02) : 251 - 260
  • [48] Minimax mean-variance models for fuzzy portfolio selection
    Xiaoxia Huang
    Soft Computing, 2011, 15 : 251 - 260
  • [49] CAPITAL GROWTH AND MEAN-VARIANCE APPROACH TO PORTFOLIO SELECTION
    HAKANSSON, NH
    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1971, 6 (01) : 517 - 557
  • [50] Rehabilitating Mean-Variance Portfolio Selection: Theory and Evidence
    Auer, Benjamin R.
    Schuhmacher, Frank
    Kohrs, Hendrik
    JOURNAL OF PORTFOLIO MANAGEMENT, 2023, 49 (07): : 159 - 178