MEASUREMENT OF PORTFOLIO PERFORMANCE UNDER UNCERTAINTY

被引：4
|
作者：
FRIEND, I [1 ]
BLUME, M [1 ]
机构：
[1] UNIV PENN,PHILADELPHIA,PA
来源：
AMERICAN ECONOMIC REVIEW | 1970年 / 60卷 / 04期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：561 / 575
页数：15
相关论文
共 50 条
  • [1] MEASUREMENT OF FINANCIAL PERFORMANCE UNDER MACROECONOMIC UNCERTAINTY
    Lukac, Miroslav
    Sedlacek, Martin
    POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM, VOL II, 2014, : 447 - 454
  • [2] Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
    Bismuth, Alexis
    Gueant, Olivier
    Pu, Jiang
    MATHEMATICS AND FINANCIAL ECONOMICS, 2019, 13 (04) : 661 - 719
  • [3] Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
    Alexis Bismuth
    Olivier Guéant
    Jiang Pu
    Mathematics and Financial Economics, 2019, 13 : 661 - 719
  • [4] PORTFOLIO LIQUIDATION UNDER FACTOR UNCERTAINTY
    Horst, Ulrich
    Xia, Xiaonyu
    Zhou, Chao
    ANNALS OF APPLIED PROBABILITY, 2022, 32 (01): : 80 - 123
  • [5] Approach of quality performance measurement and assessment under uncertainty
    He, Jin-Feng
    Xu, Song-Jie
    Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2010, 30 (11): : 2013 - 2018
  • [6] Portfolio Analysis with Transaction Costs Under Uncertainty*
    Al-Nator M.S.
    Al-Nator S.V.
    Kasimov Y.F.
    Journal of Mathematical Sciences, 2016, 214 (1) : 12 - 21
  • [7] THE INVESTMENT DECISION UNDER UNCERTAINTY - PORTFOLIO SELECTION
    FARRAR, DE
    ECONOMETRICA, 1961, 29 (03) : 480 - 480
  • [8] Power system portfolio selection under uncertainty
    Carlo Mari
    Energy Systems, 2019, 10 : 321 - 353
  • [9] Robust portfolio selection under norm uncertainty
    Wang, Lei
    Cheng, Xi
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2016,
  • [10] Power system portfolio selection under uncertainty
    Mari, Carlo
    ENERGY SYSTEMS-OPTIMIZATION MODELING SIMULATION AND ECONOMIC ASPECTS, 2019, 10 (02): : 321 - 353
12345