ON THE SENSITIVITY OF MEAN-VARIANCE-EFFICIENT PORTFOLIOS TO CHANGES IN ASSET MEANS - SOME ANALYTICAL AND COMPUTATIONAL RESULTS

被引：498

作者：

BEST, MJ ^{[1
]}

GRAUER, RR ^{[1
]}

机构：

[1] SIMON FRASER UNIV,BURNABY V5A 1S6,BC,CANADA

来源：

关键词：

D O I：

10.1093/rfs/4.2.315

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：315 / 342

页数：28

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