SIMPLE RULES FOR OPTIMAL PORTFOLIO SELECTION IN STABLE PARETIAN MARKETS

被引：18

作者：

BAWA, VS ^{[1
]}

ELTON, EJ ^{[1
]}

GRUBER, MJ ^{[1
]}

机构：

[1] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003

来源：

JOURNAL OF FINANCE | 1979年 / 34卷 / 04期

关键词：

D O I：

10.2307/2327069

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1041 / 1047

页数：7

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