HOW TO USE SECURITY ANALYSIS TO IMPROVE PORTFOLIO SELECTION

被引：317

作者：

TREYNOR, JL ^{[1
]}

BLACK, F ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

关键词：

D O I：

10.1086/295508

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：66 / 86

页数：21

共 9 条

[1]

CRAMER H, 1946, ELEMENTS PROBABILITY, P141

[2]

CRAMER H, 1946, ELEMENTS PROBABILITY, P142

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[4]

LINTNER J, 1954, REVIEW ECONOMICS STA, V57, P13

[5]

Markowitz H., 1971, PORTFOLIO SELECTION

SHARPE, WF .

[7] MUTUAL FUND PERFORMANCE [J].

SHARPE, WF .

[8] A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS [J].

SHARPE, WF .

[9]

TREYNOR JL, UNPUBLISHED