IMPUTING EXPECTED SECURITY RETURNS FROM PORTFOLIO COMPOSITION

被引：27

作者：

SHARPE, WF ^{[1
]}

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1974年 / 9卷 / 03期

关键词：

D O I：

10.2307/2329873

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：463 / 472

页数：10

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