GAME-THEORETIC OPTIMAL PORTFOLIOS

被引：43

作者：

BELL, R

COVER, TM

机构：

[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

[2] STANFORD UNIV,DEPT ELECT ENGN,STANFORD,CA 94305

来源：

MANAGEMENT SCIENCE | 1988年 / 34卷 / 06期

关键词：

D O I：

10.1287/mnsc.34.6.724

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：724 / 733

页数：10

共 50 条

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