COMPOUND-RETURN MEAN-VARIANCE EFFICIENT PORTFOLIOS NEVER RISK RUIN

被引：10
|
作者：
HAKANSSON, NH
MILLER, BL
机构：
[1] UNIV CALIF,GRAD SCH BUSINESS ADM,BERKELEY,CA 94720
[2] UNIV CALIF,DEPT ENGN SYST,LOS ANGELES,CA
来源：
MANAGEMENT SCIENCE | 1975年 / 22卷 / 04期
关键词：
D O I：
10.1287/mnsc.22.4.391
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
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页码：391 / 400
页数：10
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