PROFESSIONALLY MANAGED, PUBLICLY TRADED COMMODITY FUNDS

被引：57

作者：

ELTON, EJ ^{[1
]}

GRUBER, MJ ^{[1
]}

RENTZLER, JC ^{[1
]}

机构：

[1] CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010

来源：

JOURNAL OF BUSINESS | 1987年 / 60卷 / 02期

关键词：

D O I：

10.1086/296392

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：175 / 199

页数：25

共 13 条

[1] THE USE OF ALPHAS TO IMPROVE PERFORMANCE [J].

BLUME, ME .

JOURNAL OF PORTFOLIO MANAGEMENT, 1984, 11 (01) :86-92

[2]

BREEDEN D, 1979, J FINANC ECON, V6, P265

[3] SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION [J].

ELTON, EJ ;

GRUBER, MJ ;

PADBERG, MW .

JOURNAL OF FINANCE, 1976, 31 (05) :1341-1357

[4]

ELTON EJ, 1987, MODERN PORTFOLIO THE

[5]

IBBOTSON RG, 1985, STOCKS BONDS BILLS I

[6] PUBLIC FUTURES FUNDS [J].

IRWIN, SH ;

BRORSEN, BW .

JOURNAL OF FUTURES MARKETS, 1985, 5 (02) :149-171

[7]

LINTNER J, 1983, ANN C FINANCIAL ANAL

[8]

LONG JB, 1974, J FINANC ECON, V1, P131, DOI DOI 10.1016/0304-405X(74)90002-6

[9] FORECASTS OF FUTURE PRICES, UNBIASED MARKETS, AND MARTINGALE MODELS [J].

MANDELBROT, B .

JOURNAL OF BUSINESS, 1966, 39 (01) :242-255

[10] MUTUAL FUND PERFORMANCE [J].

SHARPE, WF .

JOURNAL OF BUSINESS, 1966, 39 (01) :119-138

← 1 2 →