A MEAN-VARIANCE DERIVATION OF A MULTIFACTOR EQUILIBRIUM-MODEL

被引:3
|
作者
EHRHARDT, MC
机构
关键词
D O I
10.2307/2330714
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:227 / 236
页数:10
相关论文
共 50 条
  • [21] Mean-variance model for fuzzy capital budgeting
    Huang, Xiaoxia
    COMPUTERS & INDUSTRIAL ENGINEERING, 2008, 55 (01) : 34 - 47
  • [22] A Stochastic Inventory Model with Mean-Variance Analysis
    Yan Shugang
    Zhou Xizhao
    PROCEEDINGS OF 2009 CONFERENCE ON SYSTEMS SCIENCE, MANAGEMENT SCIENCE & SYSTEM DYNAMICS, VOL 8, 2009, : 75 - 79
  • [23] Hopfield network for dynamic mean-variance model
    Su, Li
    Information, Management and Algorithms, Vol II, 2007, : 157 - 160
  • [24] The Application of Mean-Variance Model in Risk Measurement
    Wang, Pei-Zhi
    Zhao, Yu-Xin
    Chu, Ling-Xi
    PROCEEDINGS OF THE 2018 4TH INTERNATIONAL CONFERENCE ON SOCIAL SCIENCE AND HIGHER EDUCATION (ICSSHE 2018), 2018, 181 : 502 - 504
  • [25] SPANNING, PARETO OPTIMALITY, AND THE MEAN-VARIANCE MODEL
    BOSSHARDT, DI
    INTERNATIONAL ECONOMIC REVIEW, 1983, 24 (03) : 649 - 669
  • [26] INVESTMENT POLICY, OPTIMALITY, AND THE MEAN-VARIANCE MODEL
    BARON, DP
    JOURNAL OF FINANCE, 1979, 34 (01): : 207 - 232
  • [27] PORTFOLIO SELECTION IN THE MEAN-VARIANCE MODEL - A NOTE
    NIELSEN, LT
    JOURNAL OF FINANCE, 1987, 42 (05): : 1371 - 1376
  • [28] A varying terminal time mean-variance model
    Yang, Shuzhen
    SYSTEMS & CONTROL LETTERS, 2022, 162
  • [30] MEAN-VARIANCE SPANNING
    HUBERMAN, G
    KANDEL, S
    JOURNAL OF FINANCE, 1987, 42 (04): : 873 - 888