PORTFOLIO SELECTION IN A LOGNORMAL MARKET WHEN INVESTOR HAS A POWER UTILITY FUNCTION

被引：18
|
作者：
OHLSON, JA
ZIEMBA, WT
机构：
[1] UNIV CALIF BERKELEY,BERKELEY,CA 94720
[2] UNIV BRITISH COLUMBIA,VANCOUVER,BRITISH COLUMBI,CANADA
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1976年 / 11卷 / 01期
关键词：
D O I：
10.2307/2330229
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：57 / 71
页数：15
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