共 50 条
- [1] EFFECT OF LIMITED INFORMATION AND ESTIMATION RISK ON OPTIMAL PORTFOLIO DIVERSIFICATION[J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 89 - 111KLEIN, RWBAWA, VS
- [2] INTERNATIONAL PORTFOLIO DIVERSIFICATION WITH ESTIMATION RISK[J]. JOURNAL OF BUSINESS, 1985, 58 (03): : 259 - 278JORION, P
- [3] EFFECT OF ESTIMATION RISK ON OPTIMAL PORTFOLIO CHOICE[J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (03) : 215 - 231KLEIN, RWBAWA, VS
- [4] EFFECT OF MARKET RISK ON PORTFOLIO DIVERSIFICATION[J]. JOURNAL OF FINANCE, 1975, 30 (01): : 147 - 154KLEMKOSKY, RCMARTIN, JD
- [5] Selection of optimal portfolio by use of risk diversification method[J]. INTERDISCIPLINARY MANAGEMENT RESEARCH IV, 2008, : 329 - 343Bris, MartinaKristek, IvanMijoc, Ivo
- [6] EFFECT OF ESTIMATION RISK ON OPTIMAL PORTFOLIO CHOICE UNDER UNCERTAINTY[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1975, 10 (04) : 559 - 559KLEIN, RWBAWA, VS
- [7] On Portfolio Risk Diversification[J]. BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING (MAXENT 2016), 2017, 1853Takada, Hellinton H.Stern, Julio M.
- [8] Diversification Measures and the Optimal Number of Stocks in a Portfolio: An Information Theoretic Explanation[J]. COMPUTATIONAL ECONOMICS, 2019, 54 (04) : 1443 - 1471Oyenubi, Adeola
- [9] Diversification Measures and the Optimal Number of Stocks in a Portfolio: An Information Theoretic Explanation[J]. Computational Economics, 2019, 54 : 1443 - 1471Adeola Oyenubi
- [10] ESTIMATION RISK AND STABILITY OF OPTIMAL PORTFOLIO COMPOSITION[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1983, 13 (04) : 353 - 360DHINGRA, HL